-22.2%
RKT vs DPZ
-5.9%
-16.3%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.4% |
| 7D | +2.1% | -2.5% | +4.7% | +3.2% |
| 30D | +1.4% | -7.0% | +8.4% | +4.3% |
| 3M | +6.3% | +11.6% | -5.3% | +1.1% |
| 6M | -15.5% | -15.2% | -0.3% | -10.2% |
| YTD | -27.4% | -17.2% | -10.1% | -22.3% |
| 1Y | -26.6% | -24.8% | -1.7% | -18.2% |
| 3Y | +41.2% | -8.7% | +49.9% | +40.4% |
| 5Y | -6.4% | -28.9% | +22.5% | -3.1% |
| All | -22.2% | -5.9% | -16.3% | -34.1% |
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