+130.9%
DPZ vs CASY
+539.5%
-408.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.9% | -2.2% | -1.4% |
| 7D | +2.2% | +5.0% | -2.8% | +1.3% |
| 30D | +6.7% | +8.2% | -1.5% | +5.2% |
| 3M | -4.5% | -18.2% | +13.6% | -1.5% |
| 6M | +3.3% | -18.6% | +21.9% | +6.2% |
| YTD | -19.4% | +26.8% | -46.2% | -24.2% |
| 1Y | -17.3% | +31.6% | -48.9% | -22.8% |
| 3Y | -8.4% | +156.5% | -164.9% | -25.5% |
| 5Y | -28.2% | +258.6% | -286.8% | -45.5% |
| 10Y | +130.9% | +550.3% | -419.4% | +58.6% |
| All | +130.9% | +539.5% | -408.6% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 10y: compounded portfolio wealth divided by compounded CASY 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…
10y analysis · Full analysis span regression · 6 months rolling