-16.9%
DPZ vs DKS
-30.8%
+13.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.2% | -0.4% |
| 7D | -3.5% | +1.3% | -4.9% | -3.6% |
| 30D | +5.7% | +8.9% | -3.2% | +5.1% |
| 3M | -7.5% | -26.4% | +18.9% | -6.8% |
| 6M | +6.2% | -31.1% | +37.3% | +7.1% |
| YTD | -19.8% | -22.8% | +3.0% | -20.0% |
| All | -16.9% | -30.8% | +13.9% | -16.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling