-28.8%
DPZ vs RSG
+89.4%
-118.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -10.1% |
| 3M | +11.6% | +7.4% | +4.2% | +7.9% |
| 6M | -15.2% | -3.3% | -11.9% | -14.0% |
| YTD | -17.2% | +6.0% | -23.3% | -19.7% |
| 1Y | -24.8% | -3.7% | -21.2% | -23.8% |
| 3Y | -8.7% | +59.1% | -67.8% | -28.2% |
| All | -28.8% | +89.4% | -118.2% | -49.9% |
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 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