+128.9%
DPZ vs RACE
+752.7%
-623.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.3% | +2.6% | +0.8% |
| 7D | +9.5% | +5.7% | +3.8% | +8.1% |
| 30D | +12.8% | +9.3% | +3.5% | +10.4% |
| 3M | -6.2% | +3.8% | -10.1% | -7.2% |
| 6M | +4.3% | +29.8% | -25.5% | -2.4% |
| YTD | -16.6% | +15.6% | -32.2% | -20.1% |
| 1Y | -12.8% | +5.1% | -17.9% | -14.6% |
| 3Y | -0.8% | +30.8% | -31.6% | -10.1% |
| 5Y | -25.8% | +67.4% | -93.2% | -38.0% |
| All | +128.9% | +752.7% | -623.8% | +24.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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