+131.2%
CTVA vs DPZ
+28.0%
+103.3%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -24.3% | +1.4% | -25.7% | -24.6% |
| 7D | -23.7% | -2.5% | -21.2% | -23.4% |
| 30D | -31.2% | +12.5% | -43.8% | -32.7% |
| 3M | -18.7% | -5.2% | -13.5% | -18.1% |
| 6M | -25.5% | +8.8% | -34.3% | -27.0% |
| YTD | -8.0% | -18.7% | +10.6% | -5.1% |
| 1Y | -7.0% | -15.7% | +8.7% | -4.8% |
| 3Y | +45.2% | -7.5% | +52.7% | +45.0% |
| 5Y | +32.3% | -30.1% | +62.3% | +37.3% |
| All | +131.2% | +28.0% | +103.3% | +102.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling