+155.0%
DPZ vs DKS
+211.5%
-56.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.7% |
| 7D | -2.5% | +3.0% | -5.6% | -2.9% |
| 30D | -7.0% | -30.5% | +23.6% | -3.7% |
| 3M | +11.6% | -35.7% | +47.3% | +16.6% |
| 6M | -15.2% | -29.7% | +14.5% | -12.6% |
| YTD | -17.2% | -28.9% | +11.6% | -15.0% |
| 1Y | -24.8% | -35.9% | +11.0% | -22.0% |
| 3Y | -8.7% | +28.2% | -36.8% | -14.6% |
| 5Y | -28.9% | +11.8% | -40.7% | -34.4% |
| All | +155.0% | +211.5% | -56.5% | +89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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