-25.8%
DPZ vs CP
+27.2%
-53.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.5% |
| 7D | +9.5% | +6.1% | +3.4% | +7.5% |
| 30D | +12.8% | +9.8% | +3.0% | +9.6% |
| 3M | -6.2% | +2.7% | -9.0% | -7.1% |
| 6M | +4.3% | +12.8% | -8.5% | +0.3% |
| YTD | -16.6% | +28.2% | -44.8% | -23.1% |
| 1Y | -12.8% | +34.1% | -47.0% | -20.8% |
| 3Y | -0.8% | +28.9% | -29.7% | -10.3% |
| 5Y | -25.8% | +27.1% | -52.9% | -33.2% |
| All | -25.8% | +27.2% | -53.0% | -33.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling