-21.0%
DPZ vs S
-53.4%
+32.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.8% | +9.1% | +1.3% |
| 7D | +9.5% | -16.7% | +26.2% | +11.8% |
| 30D | +12.8% | -17.0% | +29.8% | +15.0% |
| 3M | -6.2% | +2.0% | -8.2% | -7.2% |
| 6M | +4.3% | +35.1% | -30.8% | -0.7% |
| YTD | -16.6% | +42.8% | -59.4% | -21.6% |
| 1Y | -12.8% | +27.7% | -40.6% | -17.0% |
| 3Y | -0.8% | +33.0% | -33.8% | -8.1% |
| 5Y | -25.8% | -68.0% | +42.2% | -24.4% |
| All | -21.0% | -53.4% | +32.5% | -21.4% |
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