-31.0%
DPZ vs SEI
+924.7%
-955.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +16.3% | -18.0% | -1.8% |
| 7D | -1.5% | +28.8% | -30.3% | -1.8% |
| 30D | -4.4% | +10.4% | -14.8% | -4.6% |
| 3M | +7.6% | -11.4% | +19.1% | +7.8% |
| 6M | -16.9% | +31.2% | -48.1% | -18.1% |
| YTD | -18.6% | +39.7% | -58.3% | -20.1% |
| 1Y | -26.7% | +149.0% | -175.6% | -30.0% |
| 3Y | -9.3% | +560.2% | -569.5% | -20.1% |
| 5Y | -31.0% | +955.7% | -986.7% | -40.6% |
| All | -31.0% | +924.7% | -955.7% | -40.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling