-80.0%
RIG vs DPZ
+5,248.7%
-5,328.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.4% | +3.0% | +2.6% |
| 7D | -2.6% | -3.5% | +1.0% | -1.8% |
| 30D | -5.2% | +5.7% | -10.9% | -6.8% |
| 3M | -8.6% | -7.5% | -1.1% | -7.5% |
| 6M | -18.9% | +6.2% | -25.1% | -21.2% |
| YTD | +28.6% | -19.8% | +48.4% | +33.2% |
| 1Y | +25.5% | -18.0% | +43.5% | +29.2% |
| 3Y | -20.2% | -8.8% | -11.4% | -20.8% |
| 5Y | +53.9% | -30.2% | +84.1% | +59.7% |
| 10Y | -48.8% | +132.0% | -180.8% | -64.2% |
| All | -80.0% | +5,248.7% | -5,328.7% | -95.5% |
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