+2.8%
RDW vs DPZ
-10.1%
+12.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -4.2% | -0.6% | -2.9% |
| 7D | +3.6% | -7.3% | +10.9% | +7.1% |
| 30D | -18.4% | -7.6% | -10.9% | -15.8% |
| 3M | -32.1% | +1.8% | -33.9% | -34.2% |
| 6M | +10.9% | -21.8% | +32.7% | +23.1% |
| YTD | +40.8% | -22.0% | +62.8% | +56.1% |
| 1Y | +31.1% | -28.6% | +59.7% | +52.2% |
| 3Y | +245.2% | -13.1% | +258.2% | +256.5% |
| 5Y | -16.7% | -33.2% | +16.5% | -10.2% |
| All | +2.8% | -10.1% | +12.9% | +5.9% |
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