+5,650.9%
DPZ vs CP
+2,420.1%
+3,230.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.5% | +2.0% | +4.1% |
| 7D | +10.1% | +5.6% | +4.5% | +7.9% |
| 30D | +14.6% | +10.0% | +4.6% | +10.6% |
| 3M | -6.8% | +4.4% | -11.2% | -8.3% |
| 6M | +4.4% | +14.1% | -9.7% | -0.9% |
| YTD | -16.8% | +29.1% | -45.9% | -24.9% |
| 1Y | -14.5% | +34.6% | -49.0% | -24.0% |
| 3Y | -1.1% | +29.8% | -30.9% | -12.5% |
| 5Y | -28.0% | +28.7% | -56.7% | -37.3% |
| 10Y | +130.2% | +267.3% | -137.1% | +20.9% |
| All | +5,650.9% | +2,420.1% | +3,230.9% | +1,218.3% |
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