+2.0%
RDW vs DPZ
-12.9%
+14.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.8% | -0.5% | -1.5% |
| 7D | +0.9% | -8.6% | +9.5% | +4.9% |
| 30D | -21.3% | -11.9% | -9.4% | -17.0% |
| 3M | -37.9% | +0.4% | -38.3% | -39.5% |
| 6M | +12.3% | -19.9% | +32.1% | +22.4% |
| YTD | +39.7% | -24.4% | +64.1% | +57.1% |
| 1Y | +25.7% | -30.4% | +56.1% | +47.5% |
| 3Y | +230.8% | -17.4% | +248.2% | +249.9% |
| 5Y | -8.8% | -34.6% | +25.8% | -0.3% |
| All | +2.0% | -12.9% | +14.9% | +6.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling