+2,230.0%
DPZ vs CAPR
-99.1%
+2,329.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -15.1% |
| YTD | -17.2% | -67.4% | +50.2% | -17.1% |
| 1Y | -24.8% | +58.2% | -83.1% | -26.9% |
| 3Y | -8.7% | +42.2% | -50.9% | -11.9% |
| 5Y | -28.9% | +87.3% | -116.2% | -31.8% |
| 10Y | +153.6% | -75.3% | +228.9% | +139.4% |
| All | +2,230.0% | -99.1% | +2,329.0% | +2,104.4% |
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