+16.0%
ROL vs DPZ
-28.5%
+44.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.5% | 0.0% | +2.0% |
| 7D | +3.0% | +2.2% | +0.8% | +2.4% |
| 30D | +19.8% | +15.5% | +4.3% | +15.9% |
| 3M | +7.9% | -2.0% | +9.9% | +8.2% |
| 6M | -25.6% | +12.1% | -37.8% | -27.8% |
| YTD | -34.1% | -16.6% | -17.6% | -32.1% |
| 1Y | -31.4% | -14.6% | -16.8% | -29.6% |
| 3Y | +4.7% | -4.1% | +8.8% | +3.5% |
| All | +16.0% | -28.5% | +44.5% | +29.8% |
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