-28.8%
DPZ vs S
-71.4%
+42.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.3% |
| 6M | -15.2% | +47.4% | -62.5% | -20.2% |
| YTD | -17.2% | +32.5% | -49.8% | -21.3% |
| 1Y | -24.8% | +9.5% | -34.4% | -26.9% |
| 3Y | -8.7% | +15.5% | -24.2% | -13.9% |
| All | -28.8% | -71.4% | +42.5% | -25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling