-28.8%
DPZ vs SCHG
+84.4%
-113.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.9% | -0.8% | -1.3% |
| 7D | -2.5% | -0.7% | -1.8% | -2.2% |
| 30D | -7.0% | +0.2% | -7.2% | -7.1% |
| 3M | +11.6% | +2.2% | +9.4% | +10.2% |
| 6M | -15.2% | +15.0% | -30.2% | -21.1% |
| YTD | -17.2% | +9.2% | -26.4% | -21.1% |
| 1Y | -24.8% | +15.7% | -40.6% | -30.7% |
| 3Y | -8.7% | +87.3% | -95.9% | -36.1% |
| All | -28.8% | +84.4% | -113.2% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling