+137.3%
CTVA vs DPZ
+31.2%
+106.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | +0.1% | +2.1% |
| 7D | -20.8% | +2.2% | -23.0% | -21.1% |
| 30D | -29.6% | +15.5% | -45.1% | -31.5% |
| 3M | -16.9% | -2.0% | -14.9% | -16.8% |
| 6M | -24.3% | +12.1% | -36.4% | -26.2% |
| YTD | -5.6% | -16.6% | +11.0% | -3.1% |
| 1Y | -4.2% | -14.6% | +10.4% | -2.1% |
| 3Y | +43.3% | -4.1% | +47.4% | +42.2% |
| 5Y | +35.7% | -28.3% | +64.0% | +40.2% |
| All | +137.3% | +31.2% | +106.0% | +106.8% |
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