-22.7%
DPZ vs S
-52.7%
+30.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.6% | -3.8% | -2.3% |
| 7D | +6.6% | -13.4% | +20.0% | +8.3% |
| 30D | +10.3% | -14.0% | +24.3% | +12.0% |
| 3M | -6.2% | +4.9% | -11.0% | -7.5% |
| 6M | +4.2% | +42.0% | -37.8% | -1.4% |
| YTD | -18.4% | +45.1% | -63.5% | -23.4% |
| 1Y | -14.9% | +33.1% | -48.0% | -19.4% |
| 3Y | -4.6% | +40.6% | -45.3% | -12.2% |
| 5Y | -27.4% | -67.5% | +40.1% | -26.2% |
| All | -22.7% | -52.7% | +30.0% | -23.2% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling