+51.9%
ROK vs DPZ
-10.0%
+61.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.7% | +0.6% | -0.7% |
| 7D | +2.8% | -1.5% | +4.2% | +3.1% |
| 30D | -2.4% | -4.4% | +2.0% | -1.4% |
| 3M | -4.7% | +7.6% | -12.3% | -7.0% |
| 6M | +16.8% | -16.9% | +33.7% | +22.8% |
| YTD | +11.4% | -18.6% | +30.0% | +17.7% |
| 1Y | +26.2% | -26.7% | +52.8% | +38.0% |
| 3Y | +51.9% | -9.3% | +61.2% | +55.9% |
| All | +51.9% | -10.0% | +61.8% | +55.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling