-4.6%
DPZ vs ROP
-3.8%
-0.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -0.9% |
| 7D | +6.6% | +2.1% | +4.4% | +5.7% |
| 30D | +10.3% | +32.9% | -22.6% | -2.0% |
| 3M | -6.2% | +20.0% | -26.2% | -13.1% |
| 6M | +4.2% | +36.4% | -32.2% | -8.6% |
| YTD | -18.4% | +7.8% | -26.2% | -21.9% |
| 1Y | -14.9% | +8.0% | -22.9% | -18.7% |
| 3Y | -4.6% | -3.5% | -1.1% | -5.2% |
| All | -4.6% | -3.8% | -0.9% | -5.2% |
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 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