+24.3%
CTVA vs DPZ
-17.9%
+42.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.0% | -3.5% | +2.6% | -0.5% |
| 30D | -8.7% | +5.7% | -14.4% | -9.3% |
| 3M | +6.4% | -7.5% | +13.9% | +7.1% |
| 6M | -1.9% | +6.2% | -8.1% | -2.3% |
| YTD | +21.5% | -19.8% | +41.3% | +25.0% |
| 1Y | +24.3% | -18.0% | +42.2% | +27.2% |
| All | +24.3% | -17.9% | +42.2% | +27.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling