+124.0%
DPZ vs SAN
+236.7%
-112.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.9% |
| 7D | +6.6% | +4.9% | +1.6% | +5.9% |
| 30D | +10.3% | -13.0% | +23.3% | +12.1% |
| 3M | -6.2% | -18.9% | +12.7% | -3.8% |
| 6M | +4.2% | -4.1% | +8.4% | +4.5% |
| YTD | -18.4% | +2.6% | -21.0% | -19.2% |
| 1Y | -14.9% | +16.9% | -31.9% | -17.2% |
| 3Y | -4.6% | +239.1% | -243.7% | -19.6% |
| 5Y | -27.4% | +266.8% | -294.2% | -40.7% |
| All | +124.0% | +236.7% | -112.8% | +91.9% |
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