-28.9%
DPZ vs RSG
+99.6%
-128.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.6% | +2.5% |
| 7D | +2.2% | +2.5% | -0.3% | +1.0% |
| 30D | +15.5% | +12.7% | +2.8% | +8.9% |
| 3M | -2.0% | +17.9% | -19.9% | -9.5% |
| 6M | +12.1% | +25.0% | -12.8% | +0.7% |
| YTD | -16.6% | +20.8% | -37.4% | -24.0% |
| 1Y | -14.6% | +24.3% | -38.9% | -23.3% |
| 3Y | -4.1% | +65.3% | -69.4% | -26.1% |
| All | -28.9% | +99.6% | -128.4% | -50.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling