+196.2%
RDDT vs DPZ
-22.8%
+219.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.7% | -1.6% | -2.8% |
| 7D | +3.3% | -1.5% | +4.7% | +3.8% |
| 30D | -7.6% | -4.4% | -3.2% | -6.4% |
| 3M | -12.7% | +7.6% | -20.3% | -14.4% |
| 6M | +7.2% | -16.9% | +24.1% | +12.8% |
| YTD | -35.0% | -18.6% | -16.4% | -31.3% |
| 1Y | -35.0% | -26.7% | -8.4% | -28.6% |
| All | +196.2% | -22.8% | +219.0% | +190.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling