-8.4%
DPZ vs RL
+212.5%
-220.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.1% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -7.0% | -7.8% | +0.8% | -5.6% |
| 3M | +11.6% | -4.0% | +15.6% | +12.2% |
| 6M | -15.2% | -1.9% | -13.3% | -15.5% |
| YTD | -17.2% | -0.2% | -17.1% | -18.1% |
| 1Y | -24.8% | +10.7% | -35.5% | -27.5% |
| All | -8.4% | +212.5% | -220.8% | -31.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling