-14.9%
DPZ vs RL
+16.8%
-31.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -2.0% |
| 7D | +6.6% | -4.2% | +10.7% | +7.2% |
| 30D | +10.3% | +4.3% | +6.0% | +9.6% |
| 3M | -6.2% | -4.6% | -1.6% | -5.9% |
| 6M | +4.2% | +1.7% | +2.5% | +3.9% |
| YTD | -18.4% | +7.3% | -25.7% | -20.5% |
| 1Y | -14.9% | +20.8% | -35.7% | -18.5% |
| All | -14.9% | +16.8% | -31.7% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling