+128.9%
DPZ vs SAN
+244.5%
-115.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +9.5% | +3.5% | +6.0% | +9.0% |
| 30D | +12.8% | -13.2% | +26.0% | +14.7% |
| 3M | -6.2% | -16.9% | +10.7% | -4.2% |
| 6M | +4.3% | +2.3% | +1.9% | +3.6% |
| YTD | -16.6% | +4.9% | -21.5% | -17.7% |
| 1Y | -12.8% | +20.4% | -33.3% | -15.5% |
| 3Y | -0.8% | +243.2% | -244.0% | -16.5% |
| 5Y | -25.8% | +275.3% | -301.1% | -39.6% |
| All | +128.9% | +244.5% | -115.6% | +95.6% |
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