+1,031.9%
RTX vs DPZ
+5,339.6%
-4,307.7%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | -3.2% | +3.7% | -6.9% | -4.0% |
| 30D | +5.6% | +8.0% | -2.5% | +3.7% |
| 3M | -11.7% | -4.2% | -7.5% | -11.1% |
| 6M | +12.3% | +4.6% | +7.7% | +10.6% |
| YTD | +8.2% | -18.4% | +26.6% | +12.0% |
| 1Y | +12.6% | -16.8% | +29.3% | +15.9% |
| 3Y | +152.8% | -5.0% | +157.9% | +148.4% |
| 5Y | +140.2% | -27.8% | +168.0% | +145.9% |
| 10Y | +273.8% | +121.1% | +152.7% | +176.8% |
| All | +1,031.9% | +5,339.6% | -4,307.7% | +277.2% |
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 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