+4,748.2%
DPZ vs SCHG
+1,087.5%
+3,660.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.6% | -0.8% |
| 7D | +2.2% | -1.3% | +3.4% | +2.8% |
| 30D | +6.7% | -7.9% | +14.6% | +11.7% |
| 3M | -4.5% | -5.4% | +0.9% | -1.7% |
| 6M | +3.3% | -0.6% | +3.9% | +2.7% |
| YTD | -19.4% | +4.1% | -23.5% | -22.4% |
| 1Y | -17.3% | +2.8% | -20.1% | -19.9% |
| 3Y | -8.4% | +77.7% | -86.0% | -39.4% |
| 5Y | -28.2% | +71.3% | -99.5% | -52.2% |
| 10Y | +130.9% | +429.5% | -298.6% | -42.4% |
| All | +4,748.2% | +1,087.5% | +3,660.6% | +445.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling