-25.8%
DPZ vs DKS
+21.6%
-47.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +0.9% |
| 7D | +9.5% | -0.7% | +10.2% | +9.6% |
| 30D | +12.8% | +4.6% | +8.2% | +12.0% |
| 3M | -6.2% | -28.9% | +22.7% | -2.8% |
| 6M | +4.3% | -33.5% | +37.8% | +8.8% |
| YTD | -16.6% | -27.2% | +10.6% | -14.4% |
| 1Y | -12.8% | -33.8% | +21.0% | -9.3% |
| 3Y | -0.8% | +31.5% | -32.4% | -11.3% |
| 5Y | -25.8% | +22.5% | -48.3% | -35.6% |
| All | -25.8% | +21.6% | -47.4% | -35.6% |
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