-47.9%
RIG vs DPZ
+140.2%
-188.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.8% |
| 7D | +5.7% | +2.2% | +3.5% | +5.4% |
| 30D | -0.7% | +15.5% | -16.2% | -3.1% |
| 3M | -3.1% | -2.0% | -1.1% | -3.1% |
| 6M | -16.3% | +12.1% | -28.5% | -18.6% |
| YTD | +34.1% | -16.6% | +50.7% | +37.3% |
| 1Y | +38.2% | -14.6% | +52.7% | +40.7% |
| 3Y | -15.3% | -4.1% | -11.1% | -15.8% |
| 5Y | +62.5% | -28.3% | +90.8% | +64.1% |
| All | -47.9% | +140.2% | -188.1% | -52.8% |
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