-28.9%
DPZ vs DKS
+26.5%
-55.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.8% | -0.2% | +2.2% |
| 7D | +2.2% | +6.3% | -4.1% | +1.3% |
| 30D | +15.5% | +9.3% | +6.2% | +14.0% |
| 3M | -2.0% | -25.3% | +23.3% | +0.9% |
| 6M | +12.1% | -29.2% | +41.3% | +16.1% |
| YTD | -16.6% | -22.7% | +6.2% | -15.2% |
| 1Y | -14.6% | -30.1% | +15.5% | -11.8% |
| 3Y | -4.1% | +45.6% | -49.8% | -15.6% |
| All | -28.9% | +26.5% | -55.3% | -39.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling