+2,197.7%
DPZ vs CAPR
-99.1%
+2,296.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.7% | -6.8% | -2.2% |
| 7D | +6.6% | +41.1% | -34.5% | +6.3% |
| 30D | +10.3% | +11.1% | -0.8% | +10.2% |
| 3M | -6.2% | +115.3% | -121.5% | -6.9% |
| 6M | +4.2% | -73.8% | +78.1% | +4.6% |
| YTD | -18.4% | -68.8% | +50.4% | -18.3% |
| 1Y | -14.9% | +43.3% | -58.2% | -17.2% |
| 3Y | -4.6% | +214.7% | -219.3% | -8.5% |
| 5Y | -27.4% | +141.3% | -168.7% | -30.5% |
| 10Y | +125.9% | -67.0% | +192.9% | +112.8% |
| All | +2,197.7% | -99.1% | +2,296.8% | +2,073.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling