+31.8%
CLX vs DPZ
+140.2%
-108.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.5% | -1.4% | +0.8% |
| 7D | +9.5% | +2.2% | +7.3% | +9.1% |
| 30D | +30.7% | +15.5% | +15.2% | +28.0% |
| 3M | +4.2% | -2.0% | +6.2% | +4.4% |
| 6M | +22.1% | +12.1% | +10.0% | +20.0% |
| YTD | +14.1% | -16.6% | +30.7% | +16.3% |
| 1Y | +10.3% | -14.6% | +24.9% | +12.1% |
| 3Y | -7.8% | -4.1% | -3.7% | -8.1% |
| 5Y | -20.8% | -28.3% | +7.5% | -19.7% |
| All | +31.8% | +140.2% | -108.5% | +18.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling