-4.6%
DPZ vs SCHG
+79.1%
-83.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.5% |
| 7D | +6.6% | -3.4% | +10.0% | +7.6% |
| 30D | +10.3% | -10.1% | +20.4% | +14.0% |
| 3M | -6.2% | -6.3% | +0.2% | -4.5% |
| 6M | +4.2% | -1.8% | +6.0% | +4.2% |
| YTD | -18.4% | +1.9% | -20.3% | -19.7% |
| 1Y | -14.9% | +2.6% | -17.6% | -16.6% |
| 3Y | -4.6% | +78.4% | -83.0% | -28.8% |
| All | -4.6% | +79.1% | -83.7% | -28.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling