-17.3%
DPZ vs RSG
+23.2%
-40.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.3% | -1.6% | -1.4% |
| 7D | +2.2% | +2.0% | +0.2% | +1.1% |
| 30D | +6.7% | +14.2% | -7.5% | -0.5% |
| 3M | -4.5% | +15.8% | -20.3% | -11.3% |
| 6M | +3.3% | +24.6% | -21.3% | -6.7% |
| YTD | -19.4% | +18.2% | -37.7% | -25.6% |
| 1Y | -17.3% | +22.8% | -40.0% | -24.2% |
| All | -17.3% | +23.2% | -40.4% | -24.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling