+992.8%
RTX vs DPZ
+5,341.2%
-4,348.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.8% |
| 7D | -5.1% | +6.6% | -11.7% | -6.5% |
| 30D | +5.1% | +10.3% | -5.1% | +2.9% |
| 3M | -14.8% | -6.2% | -8.7% | -13.9% |
| 6M | +8.0% | +4.2% | +3.8% | +6.4% |
| YTD | +4.5% | -18.4% | +22.9% | +8.1% |
| 1Y | +9.8% | -14.9% | +24.8% | +12.5% |
| 3Y | +144.2% | -4.6% | +148.8% | +139.7% |
| 5Y | +131.4% | -27.4% | +158.8% | +136.6% |
| 10Y | +273.3% | +125.9% | +147.3% | +174.9% |
| All | +992.8% | +5,341.2% | -4,348.4% | +264.1% |
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