+105.8%
ROST vs DPZ
-27.1%
+132.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.4% | -1.1% |
| 7D | +1.2% | +6.6% | -5.3% | -0.6% |
| 30D | +2.5% | +10.3% | -7.8% | -0.4% |
| 3M | -9.0% | -6.2% | -2.8% | -7.5% |
| 6M | +1.3% | +4.2% | -2.9% | -0.5% |
| YTD | +29.1% | -18.4% | +47.5% | +35.7% |
| 1Y | +45.4% | -14.9% | +60.4% | +50.8% |
| 3Y | +94.9% | -4.6% | +99.5% | +89.6% |
| All | +105.8% | -27.1% | +132.8% | +121.8% |
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