-28.2%
DPZ vs ROP
+0.5%
-28.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.6% | -1.8% | -1.5% |
| 7D | +2.2% | +0.2% | +2.0% | +2.1% |
| 30D | +6.7% | +30.3% | -23.6% | -4.7% |
| 3M | -4.5% | +17.8% | -22.3% | -11.1% |
| 6M | +3.3% | +38.9% | -35.6% | -10.5% |
| YTD | -19.4% | +7.6% | -27.0% | -22.8% |
| 1Y | -17.3% | +6.5% | -23.8% | -20.4% |
| 3Y | -8.4% | -6.3% | -2.1% | -7.6% |
| 5Y | -28.2% | +0.9% | -29.1% | -30.5% |
| All | -28.2% | +0.5% | -28.7% | -30.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling