-28.8%
DPZ vs RL
+238.1%
-266.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.2% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -7.0% | -7.8% | +0.8% | -5.4% |
| 3M | +11.6% | -4.0% | +15.6% | +12.3% |
| 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% | -27.6% |
| 3Y | -8.7% | +210.8% | -219.4% | -32.9% |
| All | -28.8% | +238.1% | -266.9% | -50.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling