+263.4%
ROK vs DPZ
+140.2%
+123.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -3.0% | -1.0% |
| 7D | +7.1% | +2.2% | +4.9% | +6.5% |
| 30D | -5.0% | +15.5% | -20.4% | -8.1% |
| 3M | -9.4% | -2.0% | -7.4% | -9.3% |
| 6M | -11.0% | +12.1% | -23.1% | -14.0% |
| YTD | +4.4% | -16.6% | +21.0% | +7.8% |
| 1Y | +7.4% | -14.6% | +22.0% | +10.2% |
| 3Y | +61.0% | -4.1% | +65.1% | +60.0% |
| 5Y | +30.4% | -28.3% | +58.7% | +34.5% |
| All | +263.4% | +140.2% | +123.1% | +188.9% |
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