+132.0%
DPZ vs RSG
+452.5%
-320.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | -3.5% | +1.6% | -5.2% | -4.1% |
| 30D | +5.7% | +13.5% | -7.8% | +1.0% |
| 3M | -7.5% | +16.3% | -23.8% | -12.3% |
| 6M | +6.2% | +26.9% | -20.7% | -2.5% |
| YTD | -19.8% | +19.1% | -38.9% | -24.7% |
| 1Y | -18.0% | +21.8% | -39.8% | -23.7% |
| 3Y | -8.8% | +63.5% | -72.3% | -23.2% |
| 5Y | -30.2% | +98.6% | -128.8% | -45.1% |
| 10Y | +132.0% | +444.4% | -312.4% | +23.4% |
| All | +132.0% | +452.5% | -320.5% | +23.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 RSG 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