+5,622.1%
DPZ vs RY
+2,062.9%
+3,559.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.5% | +3.1% | -5.7% | -3.9% |
| 30D | -7.0% | -0.3% | -6.6% | -6.9% |
| 3M | +11.6% | +8.7% | +2.9% | +6.9% |
| 6M | -15.2% | +28.5% | -43.7% | -25.1% |
| YTD | -17.2% | +25.1% | -42.4% | -26.2% |
| 1Y | -24.8% | +46.3% | -71.1% | -37.8% |
| 3Y | -8.7% | +154.9% | -163.6% | -42.7% |
| 5Y | -28.9% | +140.3% | -169.2% | -54.6% |
| 10Y | +153.6% | +377.0% | -223.4% | +7.7% |
| All | +5,622.1% | +2,062.9% | +3,559.2% | +1,447.7% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 all: compounded portfolio wealth divided by compounded RY 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…
all analysis · Full analysis span regression · 6 months rolling