-28.0%
DPZ vs CASY
+246.6%
-274.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.4% | +4.0% | +5.1% |
| 7D | +10.1% | +0.8% | +9.3% | +9.9% |
| 30D | +14.6% | +9.4% | +5.2% | +12.4% |
| 3M | -6.8% | -20.6% | +13.8% | -2.5% |
| 6M | +4.4% | -20.7% | +25.1% | +8.6% |
| YTD | -16.8% | +22.5% | -39.3% | -23.3% |
| 1Y | -14.5% | +29.5% | -43.9% | -22.5% |
| 3Y | -1.1% | +150.0% | -151.1% | -27.6% |
| 5Y | -28.0% | +248.6% | -276.5% | -55.1% |
| All | -28.0% | +246.6% | -274.6% | -55.1% |
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 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