+130.9%
DPZ vs RL
+369.1%
-238.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.5% | -1.3% |
| 7D | +2.2% | +1.3% | +0.8% | +1.9% |
| 30D | +6.7% | +7.6% | -0.9% | +5.5% |
| 3M | -4.5% | -1.5% | -3.0% | -4.5% |
| 6M | +3.3% | +12.1% | -8.8% | +1.3% |
| YTD | -19.4% | +13.9% | -33.3% | -21.4% |
| 1Y | -17.3% | +20.7% | -37.9% | -20.0% |
| 3Y | -8.4% | +260.6% | -268.9% | -23.8% |
| 5Y | -28.2% | +248.9% | -277.1% | -41.1% |
| 10Y | +130.9% | +355.9% | -225.0% | +89.1% |
| All | +130.9% | +369.1% | -238.2% | +89.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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