+121.1%
DPZ vs ROP
+189.6%
-68.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.3% |
| 7D | +3.7% | -1.6% | +5.3% | +4.3% |
| 30D | +8.0% | +29.5% | -21.5% | -1.4% |
| 3M | -4.2% | +17.5% | -21.7% | -9.6% |
| 6M | +4.6% | +38.1% | -33.5% | -6.8% |
| YTD | -18.4% | +7.0% | -25.4% | -21.2% |
| 1Y | -16.8% | +6.5% | -23.3% | -19.5% |
| 3Y | -5.0% | -5.5% | +0.5% | -4.7% |
| 5Y | -27.8% | -0.4% | -27.4% | -29.6% |
| 10Y | +121.1% | +183.6% | -62.5% | +57.1% |
| All | +121.1% | +189.6% | -68.6% | +57.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling