-29.6%
RIOT vs DPZ
-34.0%
+4.4%
-92.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.2% | +3.3% | +1.5% |
| 7D | +18.4% | -7.3% | +25.7% | +23.4% |
| 30D | +13.8% | -7.6% | +21.3% | +18.0% |
| 3M | -12.7% | +1.8% | -14.6% | -16.6% |
| 6M | +50.1% | -21.8% | +72.0% | +69.9% |
| YTD | +74.2% | -22.0% | +96.2% | +96.2% |
| 1Y | +45.1% | -28.6% | +73.7% | +72.9% |
| 3Y | +101.6% | -13.1% | +114.6% | +97.5% |
| 5Y | -29.6% | -33.2% | +3.6% | -17.8% |
| All | -29.6% | -34.0% | +4.4% | -17.8% |
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