-8.4%
DPZ vs S
+16.9%
-25.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.1% | -1.8% |
| 7D | -2.5% | -7.7% | +5.2% | -1.6% |
| 30D | -7.0% | -5.3% | -1.6% | -6.7% |
| 3M | +11.6% | +20.3% | -8.7% | +7.9% |
| 6M | -15.2% | +47.4% | -62.5% | -20.9% |
| YTD | -17.2% | +32.5% | -49.8% | -21.8% |
| 1Y | -24.8% | +9.5% | -34.4% | -27.1% |
| All | -8.4% | +16.9% | -25.3% | -13.4% |
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 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