-4.6%
DPZ vs SBAC
-10.4%
+5.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.9% | -0.3% | -1.7% |
| 7D | +6.6% | +1.2% | +5.3% | +6.3% |
| 30D | +10.3% | +11.2% | -0.9% | +7.6% |
| 3M | -6.2% | +4.5% | -10.6% | -7.2% |
| 6M | +4.2% | -12.2% | +16.4% | +6.9% |
| YTD | -18.4% | -0.1% | -18.3% | -18.8% |
| 1Y | -14.9% | -0.3% | -14.7% | -15.4% |
| 3Y | -4.6% | -8.7% | +4.1% | -2.6% |
| All | -4.6% | -10.4% | +5.8% | -2.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling