-4.6%
DPZ vs RSG
+66.1%
-70.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.0% | -1.1% | -1.7% |
| 7D | +6.6% | +1.2% | +5.4% | +6.0% |
| 30D | +10.3% | +14.2% | -3.9% | +3.7% |
| 3M | -6.2% | +17.8% | -23.9% | -12.9% |
| 6M | +4.2% | +24.0% | -19.7% | -5.3% |
| YTD | -18.4% | +17.5% | -35.9% | -24.2% |
| 1Y | -14.9% | +21.9% | -36.9% | -22.3% |
| 3Y | -4.6% | +64.6% | -69.2% | -18.7% |
| All | -4.6% | +66.1% | -70.7% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling