+121.1%
DPZ vs SCHG
+444.4%
-323.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -1.4% |
| 7D | +3.7% | +0.3% | +3.4% | +3.4% |
| 30D | +8.0% | -7.2% | +15.3% | +11.7% |
| 3M | -4.2% | -4.7% | +0.5% | -2.3% |
| 6M | +4.6% | +0.1% | +4.5% | +3.8% |
| YTD | -18.4% | +4.8% | -23.2% | -21.1% |
| 1Y | -16.8% | +5.8% | -22.5% | -20.0% |
| 3Y | -5.0% | +82.5% | -87.6% | -32.6% |
| 5Y | -27.8% | +69.8% | -97.6% | -47.6% |
| 10Y | +121.1% | +432.6% | -311.5% | -26.0% |
| All | +121.1% | +444.4% | -323.3% | -26.0% |
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