+341.2%
ROK vs DPZ
+145.4%
+195.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.3% | +0.2% | -0.8% |
| 7D | -1.6% | -8.6% | +7.0% | +0.3% |
| 30D | -5.4% | -11.2% | +5.8% | -3.0% |
| 3M | -4.0% | +1.4% | -5.4% | -4.8% |
| 6M | +13.3% | -19.9% | +33.2% | +18.4% |
| YTD | +9.3% | -23.0% | +32.4% | +15.2% |
| 1Y | +25.8% | -28.2% | +54.0% | +34.6% |
| 3Y | +49.1% | -14.2% | +63.3% | +52.1% |
| 5Y | +45.9% | -33.4% | +79.3% | +53.2% |
| All | +341.2% | +145.4% | +195.8% | +261.8% |
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 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