+169.3%
RTX vs DPZ
-28.9%
+198.2%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.1% | -0.5% |
| 7D | -5.2% | -2.5% | -2.6% | -4.9% |
| 30D | -9.4% | -7.0% | -2.4% | -8.6% |
| 3M | +12.3% | +11.6% | +0.7% | +10.6% |
| 6M | -3.1% | -15.2% | +12.0% | -1.5% |
| YTD | +10.7% | -17.2% | +27.9% | +12.8% |
| 1Y | +28.4% | -24.8% | +53.3% | +32.3% |
| 3Y | +147.1% | -8.7% | +155.7% | +145.6% |
| All | +169.3% | -28.9% | +198.2% | +167.2% |
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