+5,622.1%
DPZ vs RRC
+347.5%
+5,274.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.6% |
| 7D | -2.5% | +1.3% | -3.9% | -2.7% |
| 30D | -7.0% | +10.1% | -17.1% | -8.0% |
| 3M | +11.6% | +4.0% | +7.6% | +11.0% |
| 6M | -15.2% | +1.6% | -16.8% | -15.5% |
| YTD | -17.2% | +19.7% | -37.0% | -19.1% |
| 1Y | -24.8% | +21.4% | -46.3% | -26.9% |
| 3Y | -8.7% | +29.7% | -38.3% | -12.8% |
| 5Y | -28.9% | +153.9% | -182.8% | -39.1% |
| 10Y | +153.6% | +10.8% | +142.8% | +124.0% |
| All | +5,622.1% | +347.5% | +5,274.6% | +3,612.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling