-2.8%
DPZ vs CP
+29.6%
-32.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +2.0% | +4.4% |
| 7D | +10.1% | +5.6% | +4.5% | +8.4% |
| 30D | +14.6% | +10.0% | +4.6% | +11.5% |
| 3M | -6.8% | +4.4% | -11.2% | -8.0% |
| 6M | +4.4% | +14.1% | -9.7% | +0.5% |
| YTD | -16.8% | +29.1% | -45.9% | -22.8% |
| 1Y | -14.5% | +34.6% | -49.0% | -21.5% |
| All | -2.8% | +29.6% | -32.4% | -8.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling