-14.5%
DPZ vs ROP
+10.4%
-24.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.9% | +1.5% | +3.9% |
| 7D | +10.1% | +11.7% | -1.6% | +5.5% |
| 30D | +14.6% | +35.5% | -20.8% | +1.6% |
| 3M | -6.8% | +25.6% | -32.4% | -14.8% |
| 6M | +4.4% | +39.3% | -34.9% | -8.8% |
| YTD | -16.8% | +11.6% | -28.5% | -25.0% |
| 1Y | -14.5% | +10.6% | -25.1% | -22.6% |
| All | -14.5% | +10.4% | -24.9% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 1y: compounded portfolio wealth divided by compounded ROP 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…
1y analysis · Full analysis span regression · 6 months rolling