+124.0%
DPZ vs RRC
+59.4%
+64.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.8% | -2.0% |
| 7D | +6.6% | -10.8% | +17.4% | +7.0% |
| 30D | +10.3% | +22.3% | -12.0% | +9.3% |
| 3M | -6.2% | +26.6% | -32.8% | -7.2% |
| 6M | +4.2% | +18.9% | -14.7% | +3.3% |
| YTD | -18.4% | +39.2% | -57.6% | -19.7% |
| 1Y | -14.9% | +34.0% | -48.9% | -16.2% |
| 3Y | -4.6% | +42.0% | -46.6% | -6.6% |
| 5Y | -27.4% | +111.9% | -139.3% | -30.3% |
| All | +124.0% | +59.4% | +64.6% | +102.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 10y: compounded portfolio wealth divided by compounded RRC 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…
10y analysis · Full analysis span regression · 6 months rolling