+124.0%
DPZ vs CASY
+553.2%
-429.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -1.9% | -2.1% |
| 7D | +6.6% | +1.1% | +5.5% | +6.3% |
| 30D | +10.3% | +8.7% | +1.6% | +8.7% |
| 3M | -6.2% | -17.3% | +11.2% | -3.3% |
| 6M | +4.2% | -19.7% | +24.0% | +7.4% |
| YTD | -18.4% | +24.8% | -43.2% | -23.1% |
| 1Y | -14.9% | +31.9% | -46.8% | -20.7% |
| 3Y | -4.6% | +155.4% | -160.0% | -22.5% |
| 5Y | -27.4% | +250.6% | -278.0% | -44.8% |
| All | +124.0% | +553.2% | -429.2% | +52.1% |
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