+128.9%
DPZ vs CP
+259.9%
-131.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +9.5% | +6.1% | +3.4% | +7.8% |
| 30D | +12.8% | +9.8% | +3.0% | +10.0% |
| 3M | -6.2% | +2.7% | -9.0% | -6.9% |
| 6M | +4.3% | +12.8% | -8.5% | +0.8% |
| YTD | -16.6% | +28.2% | -44.8% | -22.3% |
| 1Y | -12.8% | +34.1% | -47.0% | -19.8% |
| 3Y | -0.8% | +28.9% | -29.7% | -8.8% |
| 5Y | -25.8% | +27.1% | -52.9% | -32.2% |
| All | +128.9% | +259.9% | -131.0% | +54.3% |
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