+83.0%
CTVA vs DPZ
-8.5%
+91.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.5% |
| 7D | +4.9% | -2.5% | +7.5% | +5.4% |
| 30D | +11.9% | -7.0% | +18.9% | +13.4% |
| 3M | +13.7% | +11.6% | +2.1% | +11.1% |
| 6M | +13.1% | -15.2% | +28.3% | +16.7% |
| YTD | +32.0% | -17.2% | +49.2% | +36.7% |
| 1Y | +22.1% | -24.8% | +46.9% | +29.1% |
| All | +83.0% | -8.5% | +91.4% | +85.2% |
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 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