+5,622.1%
DPZ vs CASY
+5,336.2%
+285.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -7.0% | -11.3% | +4.4% | -3.9% |
| 3M | +11.6% | -0.6% | +12.2% | +10.4% |
| 6M | -15.2% | +10.7% | -25.9% | -19.1% |
| YTD | -17.2% | +37.1% | -54.4% | -26.2% |
| 1Y | -24.8% | +52.3% | -77.1% | -35.2% |
| 3Y | -8.7% | +215.2% | -223.9% | -38.2% |
| 5Y | -28.9% | +276.5% | -305.4% | -55.0% |
| 10Y | +153.6% | +508.4% | -354.7% | +28.6% |
| All | +5,622.1% | +5,336.2% | +285.9% | +1,220.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling