-25.8%
DPZ vs RL
+232.3%
-258.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.3% | +7.6% | +2.0% |
| 7D | +9.5% | -4.7% | +14.2% | +10.6% |
| 30D | +12.8% | +3.6% | +9.2% | +11.8% |
| 3M | -6.2% | +0.5% | -6.8% | -6.6% |
| 6M | +4.3% | +6.6% | -2.3% | +1.9% |
| YTD | -16.6% | +8.8% | -25.4% | -19.3% |
| 1Y | -12.8% | +21.8% | -34.6% | -18.1% |
| 3Y | -0.8% | +245.8% | -246.6% | -30.8% |
| 5Y | -25.8% | +230.0% | -255.8% | -50.6% |
| All | -25.8% | +232.3% | -258.1% | -50.6% |
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