+219.9%
CTVA vs DPZ
+22.7%
+197.2%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.8% | -0.6% |
| 7D | -5.8% | -7.3% | +1.5% | -4.5% |
| 30D | +11.1% | -7.6% | +18.7% | +12.6% |
| 3M | +13.2% | +1.8% | +11.4% | +12.6% |
| 6M | +8.7% | -21.8% | +30.5% | +13.3% |
| YTD | +27.3% | -22.0% | +49.3% | +32.6% |
| 1Y | +18.0% | -28.6% | +46.6% | +24.9% |
| 3Y | +76.5% | -13.1% | +89.6% | +78.4% |
| 5Y | +105.1% | -33.2% | +138.3% | +115.0% |
| All | +219.9% | +22.7% | +197.2% | +182.8% |
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