+5,622.1%
DPZ vs RRX
+955.7%
+4,666.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -2.5% | +3.4% | -6.0% | -3.6% |
| 30D | -7.0% | -11.1% | +4.2% | -3.6% |
| 3M | +11.6% | -23.7% | +35.3% | +19.0% |
| 6M | -15.2% | -22.0% | +6.8% | -12.0% |
| YTD | -17.2% | +16.5% | -33.7% | -25.9% |
| 1Y | -24.8% | +11.5% | -36.4% | -32.3% |
| 3Y | -8.7% | +1.5% | -10.2% | -20.0% |
| 5Y | -28.9% | +18.3% | -47.2% | -43.5% |
| 10Y | +153.6% | +209.8% | -56.2% | +17.2% |
| All | +5,622.1% | +955.7% | +4,666.4% | +1,528.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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