+5,650.9%
DPZ vs RL
+1,532.0%
+4,118.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +4.5% | +1.0% | +4.2% |
| 7D | +10.1% | +5.8% | +4.3% | +8.3% |
| 30D | +14.6% | +12.7% | +1.9% | +10.7% |
| 3M | -6.8% | +9.3% | -16.1% | -9.3% |
| 6M | +4.4% | +16.9% | -12.5% | -1.2% |
| YTD | -16.8% | +17.5% | -34.3% | -21.8% |
| 1Y | -14.5% | +34.6% | -49.1% | -22.9% |
| 3Y | -1.1% | +273.2% | -274.3% | -36.4% |
| 5Y | -28.0% | +265.2% | -293.2% | -54.9% |
| 10Y | +130.2% | +406.7% | -276.4% | +8.7% |
| All | +5,650.9% | +1,532.0% | +4,118.9% | +1,383.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling