-2.5%
DPZ vs ROP
-0.9%
-1.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.5% | +0.4% |
| 7D | +9.5% | +9.2% | +0.3% | +5.6% |
| 30D | +12.8% | +35.5% | -22.7% | -0.6% |
| 3M | -6.2% | +24.4% | -30.7% | -14.5% |
| 6M | +4.3% | +38.0% | -33.8% | -9.1% |
| YTD | -16.6% | +11.1% | -27.7% | -21.2% |
| 1Y | -12.8% | +10.9% | -23.7% | -17.6% |
| All | -2.5% | -0.9% | -1.7% | -4.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling