+92.3%
CTVA vs DPZ
-6.8%
+99.1%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +0.7% |
| 7D | +2.4% | +2.2% | +0.3% | +2.0% |
| 30D | -8.1% | +6.7% | -14.8% | -9.3% |
| 3M | +6.3% | -4.5% | +10.8% | +7.1% |
| 6M | +0.4% | +3.3% | -2.9% | -0.6% |
| YTD | +21.8% | -19.4% | +41.2% | +27.0% |
| 1Y | +24.9% | -17.3% | +42.2% | +29.3% |
| 3Y | +92.3% | -8.4% | +100.7% | +97.7% |
| All | +92.3% | -6.8% | +99.1% | +97.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling