+5,622.1%
DPZ vs ROP
+1,583.3%
+4,038.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.6% | +1.9% | 0.0% |
| 7D | -2.5% | -4.4% | +1.9% | -0.4% |
| 30D | -7.0% | +3.2% | -10.2% | -8.6% |
| 3M | +11.6% | +23.1% | -11.5% | +0.5% |
| 6M | -15.2% | +13.3% | -28.5% | -20.6% |
| YTD | -17.2% | -7.9% | -9.4% | -14.9% |
| 1Y | -24.8% | -22.1% | -2.8% | -16.2% |
| 3Y | -8.7% | -16.8% | +8.1% | -2.4% |
| 5Y | -28.9% | -13.5% | -15.4% | -26.7% |
| 10Y | +153.6% | +137.7% | +16.0% | +38.8% |
| All | +5,622.1% | +1,583.3% | +4,038.8% | +1,109.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling