+293.8%
RCL vs DPZ
-29.5%
+323.4%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +1.4% | -5.3% | -4.5% |
| 7D | -0.2% | -2.5% | +2.2% | +0.7% |
| 30D | +14.4% | +12.5% | +1.8% | +9.4% |
| 3M | +5.2% | -5.2% | +10.4% | +6.9% |
| 6M | +26.1% | +8.8% | +17.4% | +21.1% |
| YTD | +17.4% | -18.7% | +36.0% | +25.8% |
| 1Y | +24.7% | -15.7% | +40.4% | +32.0% |
| 3Y | +250.9% | -7.5% | +258.4% | +251.3% |
| 5Y | +293.8% | -30.1% | +323.9% | +282.3% |
| All | +293.8% | -29.5% | +323.4% | +282.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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