-14.9%
DPZ vs CAPR
+43.1%
-58.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.8% | -2.2% |
| 7D | +6.6% | +41.1% | -34.5% | +6.4% |
| 30D | +10.3% | +11.1% | -0.8% | +10.2% |
| 3M | -6.2% | +115.3% | -121.5% | -6.5% |
| 6M | +4.2% | -73.8% | +78.1% | +4.5% |
| YTD | -18.4% | -68.8% | +50.4% | -18.3% |
| 1Y | -14.9% | +43.3% | -58.2% | -16.3% |
| All | -14.9% | +43.1% | -58.0% | -16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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