+817.5%
CTAS vs DPZ
+131.0%
+686.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.0% |
| 7D | -0.8% | -3.5% | +2.8% | 0.0% |
| 30D | +10.7% | +5.7% | +5.0% | +9.3% |
| 3M | +11.0% | -7.5% | +18.5% | +12.7% |
| 6M | +38.7% | +6.2% | +32.5% | +36.4% |
| YTD | +21.8% | -19.8% | +41.5% | +26.8% |
| 1Y | +23.6% | -18.0% | +41.5% | +28.0% |
| 3Y | +74.9% | -8.8% | +83.7% | +74.6% |
| 5Y | +119.5% | -30.2% | +149.7% | +127.8% |
| All | +817.5% | +131.0% | +686.5% | +612.3% |
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