-2.5%
DPZ vs S
+32.3%
-34.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.8% | +9.1% | +1.4% |
| 7D | +9.5% | -16.7% | +26.2% | +11.9% |
| 30D | +12.8% | -17.0% | +29.8% | +15.2% |
| 3M | -6.2% | +2.0% | -8.2% | -7.4% |
| 6M | +4.3% | +35.1% | -30.8% | -1.5% |
| YTD | -16.6% | +42.8% | -59.4% | -22.3% |
| 1Y | -12.8% | +27.7% | -40.6% | -17.6% |
| All | -2.5% | +32.3% | -34.8% | -8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling