-41.9%
RIG vs DPZ
+143.2%
-185.1%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | -0.2% |
| 7D | -8.2% | -7.3% | -0.9% | -7.1% |
| 30D | -0.2% | -7.6% | +7.4% | +1.0% |
| 3M | -2.7% | +1.8% | -4.5% | -3.5% |
| 6M | -7.5% | -21.8% | +14.4% | -4.0% |
| YTD | +38.3% | -22.0% | +60.3% | +43.4% |
| 1Y | +81.8% | -28.6% | +110.5% | +91.5% |
| 3Y | -30.2% | -13.1% | -17.1% | -29.4% |
| 5Y | +59.9% | -33.2% | +93.2% | +63.8% |
| 10Y | -41.9% | +147.0% | -188.9% | -52.3% |
| All | -41.9% | +143.2% | -185.1% | -52.3% |
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 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