+155.0%
DPZ vs CP
+220.9%
-65.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -2.7% | +0.1% | -1.9% |
| 30D | -7.0% | +0.2% | -7.1% | -7.0% |
| 3M | +11.6% | +2.6% | +9.0% | +10.8% |
| 6M | -15.2% | +6.0% | -21.1% | -16.7% |
| YTD | -17.2% | +24.9% | -42.2% | -22.3% |
| 1Y | -24.8% | +20.1% | -45.0% | -28.8% |
| 3Y | -8.7% | +16.4% | -25.1% | -13.7% |
| 5Y | -28.9% | +31.7% | -60.7% | -35.6% |
| All | +155.0% | +220.9% | -65.9% | +74.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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