-21.7%
DPZ vs SARO
-21.9%
+0.2%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.0% | -3.1% | -4.0% |
| 7D | -7.3% | +0.6% | -7.9% | -7.4% |
| 30D | -7.6% | -14.5% | +6.9% | -5.6% |
| 3M | +1.8% | -5.3% | +7.1% | +2.5% |
| 6M | -21.8% | -15.3% | -6.5% | -20.3% |
| YTD | -22.0% | -15.6% | -6.5% | -20.5% |
| 1Y | -28.6% | -9.1% | -19.5% | -28.3% |
| All | -21.7% | -21.9% | +0.2% | -24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 SARO 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