-25.8%
DPZ vs RRC
+129.3%
-155.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.7% | +3.9% | +0.6% |
| 7D | +9.5% | -6.9% | +16.4% | +10.1% |
| 30D | +12.8% | +25.4% | -12.6% | +10.4% |
| 3M | -6.2% | +31.9% | -38.1% | -8.7% |
| 6M | +4.3% | +17.2% | -12.9% | +2.5% |
| YTD | -16.6% | +43.4% | -60.0% | -19.6% |
| 1Y | -12.8% | +36.7% | -49.6% | -15.7% |
| 3Y | -0.8% | +38.8% | -39.7% | -5.2% |
| 5Y | -25.8% | +118.3% | -144.1% | -30.2% |
| All | -25.8% | +129.3% | -155.1% | -30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling