-77.9%
RIG vs DPZ
+5,417.8%
-5,495.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.4% |
| 7D | +0.9% | -2.5% | +3.4% | +1.5% |
| 30D | +13.8% | -7.0% | +20.8% | +15.6% |
| 3M | -6.4% | +11.6% | -18.0% | -9.6% |
| 6M | -8.2% | -15.2% | +7.0% | -5.5% |
| YTD | +41.6% | -17.2% | +58.9% | +46.5% |
| 1Y | +88.7% | -24.8% | +113.6% | +99.5% |
| 3Y | -30.9% | -8.7% | -22.2% | -31.2% |
| 5Y | +57.7% | -28.9% | +86.6% | +63.3% |
| 10Y | -39.3% | +153.6% | -192.9% | -58.3% |
| All | -77.9% | +5,417.8% | -5,495.7% | -95.0% |
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