+121.1%
DPZ vs RSG
+458.9%
-337.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +3.7% | +0.3% | +3.3% | +3.6% |
| 30D | +8.0% | +13.8% | -5.8% | +3.1% |
| 3M | -4.2% | +15.4% | -19.6% | -9.0% |
| 6M | +4.6% | +24.1% | -19.6% | -3.2% |
| YTD | -18.4% | +17.8% | -36.3% | -23.2% |
| 1Y | -16.8% | +21.5% | -38.2% | -22.4% |
| 3Y | -5.0% | +63.3% | -68.3% | -19.9% |
| 5Y | -27.8% | +97.3% | -125.1% | -43.0% |
| 10Y | +121.1% | +448.1% | -327.0% | +20.0% |
| All | +121.1% | +458.9% | -337.8% | +20.0% |
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