+152.4%
DPZ vs RSG
+415.1%
-262.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.5% |
| 7D | -1.5% | -0.7% | -0.7% | -1.2% |
| 30D | -4.4% | +3.3% | -7.7% | -5.5% |
| 3M | +7.6% | +8.5% | -0.8% | +4.6% |
| 6M | -16.9% | -3.5% | -13.4% | -16.0% |
| YTD | -18.6% | +5.5% | -24.1% | -20.2% |
| 1Y | -26.7% | -1.7% | -24.9% | -26.4% |
| 3Y | -9.3% | +56.9% | -66.2% | -22.4% |
| 5Y | -31.0% | +89.4% | -120.4% | -44.4% |
| 10Y | +152.4% | +412.5% | -260.2% | +34.3% |
| All | +152.4% | +415.1% | -262.7% | +34.3% |
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