-2.5%
DPZ vs DKS
+31.3%
-33.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.8% |
| 7D | +9.5% | -0.7% | +10.2% | +9.5% |
| 30D | +12.8% | +4.6% | +8.2% | +12.2% |
| 3M | -6.2% | -28.9% | +22.7% | -3.7% |
| 6M | +4.3% | -33.5% | +37.8% | +7.7% |
| YTD | -16.6% | -27.2% | +10.6% | -15.1% |
| 1Y | -12.8% | -33.8% | +21.0% | -10.3% |
| All | -2.5% | +31.3% | -33.9% | -11.0% |
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