+138.9%
DPZ vs ROP
+183.9%
-45.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.5% |
| 30D | +12.5% | +29.7% | -17.2% | +2.6% |
| 3M | -5.2% | +21.2% | -26.4% | -11.6% |
| 6M | +8.8% | +48.3% | -39.5% | -5.5% |
| YTD | -18.7% | +8.4% | -27.0% | -21.8% |
| 1Y | -15.7% | +6.0% | -21.7% | -18.3% |
| 3Y | -7.5% | -5.6% | -1.9% | -7.2% |
| 5Y | -30.1% | +1.3% | -31.4% | -32.2% |
| All | +138.9% | +183.9% | -45.0% | +55.8% |
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