-30.2%
DPZ vs SEI
+864.7%
-894.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SEI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.7% | -5.2% | -0.4% |
| 7D | -3.5% | +12.4% | -16.0% | -3.5% |
| 30D | +5.7% | -18.3% | +24.0% | +5.8% |
| 3M | -7.5% | +10.4% | -17.9% | -7.7% |
| 6M | +6.2% | -12.9% | +19.1% | +6.3% |
| YTD | -19.8% | +41.8% | -61.6% | -21.4% |
| 1Y | -18.0% | +30.3% | -48.3% | -19.5% |
| 3Y | -8.8% | +697.3% | -706.1% | -21.8% |
| 5Y | -30.2% | +877.0% | -907.1% | -40.5% |
| All | -30.2% | +864.7% | -894.9% | -40.5% |
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