+662.9%
CTAS vs DPZ
+150.4%
+512.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.7% | +0.4% |
| 7D | 0.0% | -1.5% | +1.4% | +0.3% |
| 30D | -1.0% | -4.4% | +3.4% | -0.1% |
| 3M | +15.8% | +7.6% | +8.1% | +13.7% |
| 6M | -1.0% | -16.9% | +15.9% | +2.6% |
| YTD | +7.4% | -18.6% | +26.0% | +11.7% |
| 1Y | -0.1% | -26.7% | +26.5% | +6.1% |
| 3Y | +66.3% | -9.3% | +75.6% | +66.3% |
| 5Y | +111.0% | -31.0% | +142.0% | +119.5% |
| 10Y | +662.9% | +152.4% | +510.5% | +468.4% |
| All | +662.9% | +150.4% | +512.5% | +468.4% |
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