+5,622.1%
DPZ vs RL
+1,287.0%
+4,335.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.0% | -3.7% | -2.3% |
| 7D | -2.5% | -0.8% | -1.7% | -2.4% |
| 30D | -7.0% | -7.8% | +0.8% | -4.9% |
| 3M | +11.6% | -4.0% | +15.6% | +12.5% |
| 6M | -15.2% | -1.9% | -13.3% | -15.7% |
| YTD | -17.2% | -0.2% | -17.1% | -18.4% |
| 1Y | -24.8% | +10.7% | -35.5% | -28.4% |
| 3Y | -8.7% | +210.8% | -219.4% | -38.1% |
| 5Y | -28.9% | +238.2% | -267.1% | -54.8% |
| 10Y | +153.6% | +313.4% | -159.7% | +27.7% |
| All | +5,622.1% | +1,287.0% | +4,335.1% | +1,448.7% |
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