-8.4%
DPZ vs RSG
+59.3%
-67.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.2% |
| 7D | -2.5% | +0.3% | -2.8% | -2.7% |
| 30D | -7.0% | +7.6% | -14.5% | -9.9% |
| 3M | +11.6% | +7.4% | +4.2% | +8.4% |
| 6M | -15.2% | -3.3% | -11.9% | -14.2% |
| YTD | -17.2% | +6.0% | -23.3% | -19.4% |
| 1Y | -24.8% | -3.7% | -21.2% | -23.9% |
| All | -8.4% | +59.3% | -67.6% | -20.9% |
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