+145.0%
DPZ vs SCHG
+432.0%
-287.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.9% |
| 7D | +2.2% | +2.7% | -0.5% | +0.9% |
| 30D | +15.5% | -5.2% | +20.7% | +18.1% |
| 3M | -2.0% | -5.2% | +3.2% | +0.1% |
| 6M | +12.1% | -0.6% | +12.7% | +11.7% |
| YTD | -16.6% | +4.7% | -21.3% | -19.3% |
| 1Y | -14.6% | +6.0% | -20.6% | -17.9% |
| 3Y | -4.1% | +78.9% | -83.1% | -31.2% |
| 5Y | -28.3% | +69.9% | -98.2% | -48.0% |
| All | +145.0% | +432.0% | -287.0% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 SCHG 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