-8.4%
DPZ vs DKS
+29.1%
-37.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -3.9% |
| 3M | +11.6% | -35.7% | +47.3% | +16.3% |
| 6M | -15.2% | -29.7% | +14.5% | -13.0% |
| YTD | -17.2% | -28.9% | +11.6% | -15.3% |
| 1Y | -24.8% | -35.9% | +11.0% | -22.2% |
| All | -8.4% | +29.1% | -37.5% | -21.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling