+91.4%
DPZ vs SEI
+613.6%
-522.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.5% | +1.9% | +1.4% |
| 7D | -2.5% | +27.6% | -30.1% | -2.7% |
| 30D | +12.5% | -17.1% | +29.7% | +12.7% |
| 3M | -5.2% | +4.6% | -9.8% | -5.5% |
| 6M | +8.8% | -15.1% | +23.8% | +8.7% |
| YTD | -18.7% | +41.2% | -59.8% | -20.4% |
| 1Y | -15.7% | +37.5% | -53.2% | -17.5% |
| 3Y | -7.5% | +693.7% | -701.2% | -18.2% |
| 5Y | -30.1% | +901.7% | -931.8% | -39.2% |
| All | +91.4% | +613.6% | -522.2% | +64.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEI.
Daily Out/Under-Performance
Portfolio return minus SEI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEI 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 10y: compounded portfolio wealth divided by compounded SEI 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…
10y analysis · Full analysis span regression · 6 months rolling