-27.5%
DPZ vs SCHG
+64.3%
-91.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.2% | -2.6% |
| 7D | +6.6% | -3.4% | +10.0% | +8.1% |
| 30D | +10.3% | -10.1% | +20.4% | +15.5% |
| 3M | -6.2% | -6.3% | +0.2% | -3.7% |
| 6M | +4.2% | -1.8% | +6.0% | +4.3% |
| YTD | -18.4% | +1.9% | -20.3% | -20.0% |
| 1Y | -14.9% | +2.6% | -17.6% | -17.0% |
| 3Y | -4.6% | +78.4% | -83.0% | -32.3% |
| All | -27.5% | +64.3% | -91.8% | -46.2% |
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