-25.8%
DPZ vs S
-69.2%
+43.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +15.1% |
| 3M | -6.2% | +2.0% | -8.2% | -7.3% |
| 6M | +4.3% | +35.1% | -30.8% | -0.9% |
| YTD | -16.6% | +42.8% | -59.4% | -21.8% |
| 1Y | -12.8% | +27.7% | -40.6% | -17.2% |
| 3Y | -0.8% | +33.0% | -33.8% | -8.4% |
| 5Y | -25.8% | -68.0% | +42.2% | -21.7% |
| All | -25.8% | -69.2% | +43.4% | -21.7% |
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