-8.4%
DPZ vs ROP
-16.7%
+8.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | -0.2% |
| 7D | -2.5% | -4.4% | +1.9% | -0.7% |
| 30D | -7.0% | +3.2% | -10.2% | -8.3% |
| 3M | +11.6% | +23.1% | -11.5% | +2.1% |
| 6M | -15.2% | +13.3% | -28.5% | -19.9% |
| YTD | -17.2% | -7.9% | -9.4% | -15.4% |
| 1Y | -24.8% | -22.1% | -2.8% | -17.4% |
| All | -8.4% | -16.7% | +8.3% | -4.7% |
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