-79.1%
RIG vs DPZ
+5,462.3%
-5,541.4%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +2.5% | +1.6% | +3.5% |
| 7D | +5.7% | +2.2% | +3.5% | +5.2% |
| 30D | -0.7% | +15.5% | -16.2% | -4.4% |
| 3M | -3.1% | -2.0% | -1.1% | -3.3% |
| 6M | -16.3% | +12.1% | -28.5% | -19.7% |
| YTD | +34.1% | -16.6% | +50.7% | +37.7% |
| 1Y | +38.2% | -14.6% | +52.7% | +40.9% |
| 3Y | -15.3% | -4.1% | -11.1% | -17.0% |
| 5Y | +62.5% | -28.3% | +90.8% | +67.6% |
| 10Y | -46.6% | +141.3% | -187.8% | -62.9% |
| All | -79.1% | +5,462.3% | -5,541.4% | -95.3% |
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 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