-28.8%
DPZ vs CASY
+276.6%
-305.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.7% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -7.0% | -11.3% | +4.4% | -4.8% |
| 3M | +11.6% | -0.6% | +12.2% | +10.6% |
| 6M | -15.2% | +10.7% | -25.9% | -18.6% |
| YTD | -17.2% | +37.1% | -54.4% | -25.2% |
| 1Y | -24.8% | +52.3% | -77.1% | -34.2% |
| 3Y | -8.7% | +215.2% | -223.9% | -36.5% |
| All | -28.8% | +276.6% | -305.5% | -56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling