+155.0%
DPZ vs SAN
+345.3%
-190.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.6% |
| 7D | -2.5% | +1.8% | -4.3% | -2.8% |
| 30D | -7.0% | +2.0% | -8.9% | -7.2% |
| 3M | +11.6% | +19.7% | -8.1% | +8.9% |
| 6M | -15.2% | +30.6% | -45.8% | -18.3% |
| YTD | -17.2% | +28.8% | -46.1% | -20.3% |
| 1Y | -24.8% | +57.8% | -82.6% | -29.6% |
| 3Y | -8.7% | +338.1% | -346.8% | -25.6% |
| 5Y | -28.9% | +384.2% | -413.1% | -44.0% |
| All | +155.0% | +345.3% | -190.3% | +102.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 SAN 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