+262.6%
ROK vs DPZ
+116.9%
+145.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.2% | +3.2% | +2.3% |
| 7D | -11.0% | +2.2% | -13.2% | -11.5% |
| 30D | -8.2% | +6.7% | -14.9% | -9.6% |
| 3M | -8.5% | -4.5% | -3.9% | -7.8% |
| 6M | -12.0% | +3.3% | -15.3% | -13.3% |
| YTD | +3.1% | -19.4% | +22.5% | +7.2% |
| 1Y | +2.9% | -17.3% | +20.1% | +6.3% |
| 3Y | +60.7% | -8.4% | +69.0% | +61.3% |
| 5Y | +29.5% | -28.2% | +57.7% | +33.8% |
| 10Y | +262.6% | +130.9% | +131.7% | +193.6% |
| All | +262.6% | +116.9% | +145.7% | +193.6% |
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