+1,804.6%
ROK vs DPZ
+5,417.8%
-3,613.1%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.8% |
| 7D | +0.7% | -2.5% | +3.2% | +1.5% |
| 30D | -3.3% | -7.0% | +3.7% | -1.2% |
| 3M | -5.9% | +11.6% | -17.5% | -9.9% |
| 6M | +13.9% | -15.2% | +29.0% | +18.5% |
| YTD | +12.6% | -17.2% | +29.8% | +18.0% |
| 1Y | +28.6% | -24.8% | +53.4% | +38.8% |
| 3Y | +45.1% | -8.7% | +53.8% | +44.6% |
| 5Y | +45.6% | -28.9% | +74.5% | +54.0% |
| 10Y | +345.0% | +153.6% | +191.4% | +177.9% |
| All | +1,804.6% | +5,417.8% | -3,613.1% | +254.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling