-15.7%
DPZ vs ROP
+8.8%
-24.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -2.5% | -2.7% | +0.2% | -1.4% |
| 30D | +12.5% | +29.7% | -17.2% | +1.3% |
| 3M | -5.2% | +21.2% | -26.4% | -12.2% |
| 6M | +8.8% | +48.3% | -39.5% | -6.8% |
| YTD | -18.7% | +8.4% | -27.0% | -24.6% |
| 1Y | -15.7% | +6.0% | -21.7% | -20.2% |
| All | -15.7% | +8.8% | -24.5% | -20.2% |
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