+152.4%
DPZ vs SCHG
+443.2%
-290.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.3% |
| 7D | -1.5% | -0.1% | -1.4% | -1.4% |
| 30D | -4.4% | -1.5% | -2.9% | -3.8% |
| 3M | +7.6% | +4.4% | +3.2% | +5.2% |
| 6M | -16.9% | +15.7% | -32.7% | -23.2% |
| YTD | -18.6% | +8.3% | -26.9% | -22.2% |
| 1Y | -26.7% | +14.2% | -40.9% | -32.1% |
| 3Y | -9.3% | +88.3% | -97.6% | -36.5% |
| 5Y | -31.0% | +83.5% | -114.5% | -51.8% |
| 10Y | +152.4% | +444.2% | -291.8% | -16.0% |
| All | +152.4% | +443.2% | -290.8% | -16.0% |
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