-25.8%
DPZ vs CAPR
+126.3%
-152.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | +9.5% | +29.7% | -20.2% | +9.2% |
| 30D | +12.8% | +11.0% | +1.8% | +12.7% |
| 3M | -6.2% | +118.8% | -125.1% | -7.0% |
| 6M | +4.3% | -73.9% | +78.2% | +4.8% |
| YTD | -16.6% | -70.2% | +53.6% | -16.4% |
| 1Y | -12.8% | +38.3% | -51.1% | -15.9% |
| 3Y | -0.8% | +199.7% | -200.5% | -9.1% |
| 5Y | -25.8% | +130.6% | -156.4% | -32.7% |
| All | -25.8% | +126.3% | -152.1% | -32.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling