-0.4%
CLSK vs DPZ
-34.0%
+33.6%
-92.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.3% | -2.3% | -2.8% |
| 7D | +1.7% | -8.6% | +10.3% | +7.2% |
| 30D | +11.1% | -11.2% | +22.3% | +18.2% |
| 3M | -14.1% | +1.4% | -15.5% | -18.3% |
| 6M | +32.9% | -19.9% | +52.8% | +48.7% |
| YTD | +26.5% | -23.0% | +49.5% | +45.1% |
| 1Y | +27.6% | -28.2% | +55.8% | +52.2% |
| 3Y | +190.9% | -14.2% | +205.1% | +190.2% |
| 5Y | -0.4% | -33.4% | +33.0% | +29.9% |
| All | -0.4% | -34.0% | +33.6% | +29.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DPZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling