+63.2%
RIG vs DPZ
-30.2%
+93.3%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.7% | +0.1% | -1.2% |
| 7D | -2.7% | -1.5% | -1.2% | -2.4% |
| 30D | +9.5% | -4.4% | +13.9% | +10.3% |
| 3M | -6.6% | +7.6% | -14.3% | -8.6% |
| 6M | -2.9% | -16.9% | +14.1% | +0.6% |
| YTD | +39.5% | -18.6% | +58.1% | +45.0% |
| 1Y | +82.3% | -26.7% | +108.9% | +94.2% |
| 3Y | -29.6% | -9.3% | -20.3% | -29.0% |
| 5Y | +63.2% | -31.0% | +94.2% | +36.1% |
| All | +63.2% | -30.2% | +93.3% | +36.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling