-8.4%
DPZ vs CAPR
+40.5%
-48.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.7% |
| 7D | -2.5% | -2.0% | -0.6% | -2.5% |
| 30D | -7.0% | +139.2% | -146.1% | -7.7% |
| 3M | +11.6% | -66.4% | +78.0% | +11.9% |
| 6M | -15.2% | -63.1% | +48.0% | -15.0% |
| YTD | -17.2% | -67.4% | +50.2% | -17.1% |
| 1Y | -24.8% | +58.2% | -83.1% | -27.5% |
| All | -8.4% | +40.5% | -48.9% | -14.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling