+316.4%
ROST vs DPZ
+116.9%
+199.6%
-51.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.1% | +1.1% |
| 7D | +3.2% | +2.2% | +1.0% | +2.7% |
| 30D | +7.4% | +6.7% | +0.7% | +5.7% |
| 3M | -6.1% | -4.5% | -1.5% | -5.1% |
| 6M | +6.2% | +3.3% | +2.9% | +4.9% |
| YTD | +33.4% | -19.4% | +52.9% | +39.4% |
| 1Y | +48.8% | -17.3% | +66.1% | +54.4% |
| 3Y | +99.5% | -8.4% | +107.9% | +99.2% |
| 5Y | +112.7% | -28.2% | +140.9% | +120.9% |
| 10Y | +316.4% | +130.9% | +185.6% | +217.6% |
| All | +316.4% | +116.9% | +199.6% | +217.6% |
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