+26.1%
ROK vs DPZ
-28.0%
+54.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -11.5% | +3.7% | -15.2% | -12.5% |
| 30D | -10.0% | +8.0% | -18.0% | -12.0% |
| 3M | -11.4% | -4.2% | -7.3% | -10.7% |
| 6M | -13.7% | +4.6% | -18.3% | -15.7% |
| YTD | +1.0% | -18.4% | +19.5% | +6.4% |
| 1Y | +5.6% | -16.8% | +22.4% | +10.3% |
| 3Y | +59.1% | -5.0% | +64.1% | +57.1% |
| 5Y | +26.1% | -27.8% | +53.9% | +34.1% |
| All | +26.1% | -28.0% | +54.1% | +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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling