+145.0%
DPZ vs ROP
+185.2%
-40.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.4% |
| 7D | +2.2% | +0.7% | +1.5% | +2.0% |
| 30D | +15.5% | +28.8% | -13.3% | +5.6% |
| 3M | -2.0% | +21.1% | -23.1% | -8.5% |
| 6M | +12.1% | +52.5% | -40.4% | -3.4% |
| YTD | -16.6% | +8.9% | -25.5% | -19.9% |
| 1Y | -14.6% | +8.2% | -22.8% | -17.8% |
| 3Y | -4.1% | -5.2% | +1.0% | -4.0% |
| 5Y | -28.3% | +1.7% | -30.0% | -30.6% |
| All | +145.0% | +185.2% | -40.2% | +59.5% |
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