-34.7%
ROL vs DPZ
-14.7%
-20.0%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +5.4% | -2.7% | +1.3% |
| 7D | +14.6% | +10.1% | +4.5% | +11.7% |
| 30D | +29.3% | +14.6% | +14.7% | +24.9% |
| 3M | +2.0% | -6.8% | +8.8% | +2.5% |
| 6M | -28.5% | +4.4% | -32.9% | -30.0% |
| YTD | -35.3% | -16.8% | -18.5% | -34.8% |
| 1Y | -34.7% | -14.5% | -20.2% | -34.5% |
| All | -34.7% | -14.7% | -20.0% | -34.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling