-16.0%
RKT vs DPZ
-7.3%
-8.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +10.3% | +3.7% | +6.6% | +8.7% |
| 30D | +32.3% | +8.0% | +24.3% | +28.3% |
| 3M | +10.7% | -4.2% | +14.9% | +12.5% |
| 6M | -3.2% | +4.6% | -7.8% | -5.4% |
| YTD | -21.5% | -18.4% | -3.1% | -15.6% |
| 1Y | -6.0% | -16.8% | +10.8% | +0.2% |
| 3Y | +104.2% | -5.0% | +109.3% | +99.5% |
| 5Y | +2.5% | -27.8% | +30.3% | +5.9% |
| All | -16.0% | -7.3% | -8.7% | -28.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling