+238.9%
CRM vs DPZ
+141.0%
+97.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.8% | +3.7% | +2.5% |
| 7D | -4.4% | -8.6% | +4.2% | -1.6% |
| 30D | +28.1% | -11.9% | +40.0% | +33.2% |
| 3M | +48.8% | +0.4% | +48.4% | +48.0% |
| 6M | +28.3% | -19.9% | +48.1% | +36.7% |
| YTD | -6.0% | -24.4% | +18.4% | +1.9% |
| 1Y | +1.4% | -30.4% | +31.9% | +12.8% |
| 3Y | +11.8% | -17.4% | +29.2% | +14.7% |
| 5Y | -2.0% | -34.6% | +32.6% | +7.1% |
| All | +238.9% | +141.0% | +97.9% | +132.5% |
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