+805.4%
RIOT vs DPZ
+193.6%
+611.8%
-98.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.7% | +4.8% | +3.8% |
| 7D | +14.8% | -2.5% | +17.3% | +15.9% |
| 30D | +1.4% | -7.0% | +8.4% | +3.8% |
| 3M | -20.6% | +11.6% | -32.2% | -25.6% |
| 6M | +31.9% | -15.2% | +47.1% | +38.1% |
| YTD | +72.1% | -17.2% | +89.3% | +81.5% |
| 1Y | +65.7% | -24.8% | +90.5% | +81.2% |
| 3Y | +97.5% | -8.7% | +106.1% | +98.6% |
| 5Y | -36.7% | -28.9% | -7.8% | -32.8% |
| 10Y | +550.1% | +153.6% | +396.5% | +443.8% |
| All | +805.4% | +193.6% | +611.8% | +636.1% |
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 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