-7.2%
RKT vs DPZ
-30.2%
+23.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | -0.1% | -1.1% |
| 7D | +6.0% | -1.5% | +7.4% | +6.7% |
| 30D | +0.7% | -4.4% | +5.1% | +2.5% |
| 3M | +11.8% | +7.6% | +4.2% | +7.7% |
| 6M | -7.6% | -16.9% | +9.3% | -0.4% |
| YTD | -28.7% | -18.6% | -10.0% | -22.8% |
| 1Y | -32.6% | -26.7% | -5.9% | -23.4% |
| 3Y | +42.1% | -9.3% | +51.4% | +40.2% |
| 5Y | -7.2% | -31.0% | +23.9% | -3.2% |
| All | -7.2% | -30.2% | +23.0% | -3.2% |
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