+155.0%
DPZ vs SBAC
+80.0%
+75.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.6% | -1.5% |
| 7D | -2.5% | -0.8% | -1.8% | -2.4% |
| 30D | -7.0% | +6.9% | -13.9% | -8.4% |
| 3M | +11.6% | -8.2% | +19.8% | +13.6% |
| 6M | -15.2% | -1.6% | -13.5% | -15.3% |
| YTD | -17.2% | -0.1% | -17.1% | -17.8% |
| 1Y | -24.8% | -0.5% | -24.4% | -25.4% |
| 3Y | -8.7% | -9.1% | +0.4% | -8.6% |
| 5Y | -28.9% | -43.8% | +14.9% | -21.5% |
| All | +155.0% | +80.0% | +75.0% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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