+308.5%
ROST vs DPZ
+143.2%
+165.3%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -0.7% |
| 7D | -2.2% | -7.3% | +5.0% | -0.4% |
| 30D | -11.4% | -7.6% | -3.8% | -9.7% |
| 3M | -1.6% | +1.8% | -3.4% | -2.4% |
| 6M | +6.8% | -21.8% | +28.6% | +12.8% |
| YTD | +25.8% | -22.0% | +47.8% | +32.6% |
| 1Y | +52.4% | -28.6% | +81.0% | +64.1% |
| 3Y | +94.4% | -13.1% | +107.5% | +96.6% |
| 5Y | +108.2% | -33.2% | +141.4% | +119.7% |
| 10Y | +308.5% | +147.0% | +161.5% | +220.7% |
| All | +308.5% | +143.2% | +165.3% | +220.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling