+2,248.2%
DPZ vs CAPR
-99.1%
+2,347.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +0.3% |
| 7D | +9.5% | +29.7% | -20.2% | +9.3% |
| 30D | +12.8% | +11.0% | +1.8% | +12.7% |
| 3M | -6.2% | +118.8% | -125.1% | -6.9% |
| 6M | +4.3% | -73.9% | +78.2% | +4.7% |
| YTD | -16.6% | -70.2% | +53.6% | -16.4% |
| 1Y | -12.8% | +38.3% | -51.1% | -15.1% |
| 3Y | -0.8% | +199.7% | -200.5% | -4.8% |
| 5Y | -25.8% | +130.6% | -156.4% | -28.9% |
| 10Y | +130.9% | -68.5% | +199.4% | +117.5% |
| All | +2,248.2% | -99.1% | +2,347.3% | +2,121.9% |
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