-16.2%
DPZ vs SCHG
+4.3%
-20.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | -0.2% |
| 7D | +3.7% | +0.3% | +3.4% | +3.7% |
| 30D | +8.0% | -7.2% | +15.3% | +8.7% |
| 3M | -4.2% | -4.7% | +0.5% | -4.0% |
| 6M | +4.6% | +0.1% | +4.5% | +4.0% |
| YTD | -18.4% | +4.8% | -23.2% | -21.0% |
| All | -16.2% | +4.3% | -20.5% | -18.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling