+5,666.8%
DPZ vs SAN
+288.2%
+5,378.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +9.5% | +3.5% | +6.0% | +8.4% |
| 30D | +12.8% | -13.2% | +26.0% | +17.2% |
| 3M | -6.2% | -16.9% | +10.7% | -1.5% |
| 6M | +4.3% | +2.3% | +1.9% | +2.6% |
| YTD | -16.6% | +4.9% | -21.5% | -19.3% |
| 1Y | -12.8% | +20.4% | -33.3% | -19.0% |
| 3Y | -0.8% | +243.2% | -244.0% | -33.9% |
| 5Y | -25.8% | +275.3% | -301.1% | -53.6% |
| 10Y | +130.9% | +254.0% | -123.1% | +31.0% |
| All | +5,666.8% | +288.2% | +5,378.6% | +2,513.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling