+2,538.8%
ROL vs DPZ
+5,339.6%
-2,800.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | +7.5% | +3.7% | +3.9% | +6.5% |
| 30D | +21.1% | +8.0% | +13.1% | +18.8% |
| 3M | +3.1% | -4.2% | +7.3% | +4.2% |
| 6M | -27.4% | +4.6% | -32.0% | -28.5% |
| YTD | -34.7% | -18.4% | -16.3% | -31.9% |
| 1Y | -32.9% | -16.8% | -16.2% | -30.4% |
| 3Y | +6.1% | -5.0% | +11.2% | +5.0% |
| 5Y | +16.3% | -27.8% | +44.1% | +20.9% |
| 10Y | +214.9% | +121.1% | +93.8% | +129.1% |
| All | +2,538.8% | +5,339.6% | -2,800.7% | +673.9% |
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 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