+5,622.1%
DPZ vs CP
+2,339.7%
+3,282.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.8% |
| 7D | -2.5% | -2.7% | +0.1% | -1.6% |
| 30D | -7.0% | +0.2% | -7.1% | -7.1% |
| 3M | +11.6% | +2.6% | +9.0% | +10.5% |
| 6M | -15.2% | +6.0% | -21.1% | -17.3% |
| YTD | -17.2% | +24.9% | -42.2% | -24.4% |
| 1Y | -24.8% | +20.1% | -45.0% | -30.4% |
| 3Y | -8.7% | +16.4% | -25.1% | -15.9% |
| 5Y | -28.9% | +31.7% | -60.7% | -38.8% |
| 10Y | +153.6% | +223.9% | -70.2% | +40.1% |
| All | +5,622.1% | +2,339.7% | +3,282.4% | +1,227.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling