+145.0%
DPZ vs RRC
+73.1%
+72.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.5% |
| 7D | +2.2% | +6.4% | -4.2% | +2.0% |
| 30D | +15.5% | +23.9% | -8.4% | +14.4% |
| 3M | -2.0% | +30.2% | -32.2% | -3.2% |
| 6M | +12.1% | +26.3% | -14.1% | +10.9% |
| YTD | -16.6% | +48.1% | -64.7% | -18.1% |
| 1Y | -14.6% | +37.7% | -52.2% | -15.9% |
| 3Y | -4.1% | +60.3% | -64.4% | -6.6% |
| 5Y | -28.3% | +135.3% | -163.6% | -31.4% |
| All | +145.0% | +73.1% | +72.0% | +119.7% |
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