+275.3%
DPZ vs RACE
+688.6%
-413.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.3% | +1.2% | +4.5% |
| 7D | +10.1% | +9.9% | +0.2% | +7.8% |
| 30D | +14.6% | +12.8% | +1.8% | +11.6% |
| 3M | -6.8% | +7.4% | -14.1% | -8.3% |
| 6M | +4.4% | +27.6% | -23.2% | -1.5% |
| YTD | -16.8% | +18.4% | -35.2% | -20.5% |
| 1Y | -14.5% | +9.5% | -24.0% | -16.9% |
| 3Y | -1.1% | +33.9% | -35.0% | -10.0% |
| 5Y | -28.0% | +74.9% | -102.8% | -39.4% |
| 10Y | +130.2% | +814.9% | -684.6% | +41.1% |
| All | +275.3% | +688.6% | -413.3% | +117.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling