+124.0%
DPZ vs SFM
+138.2%
-14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.8% | +2.7% | -1.5% |
| 7D | +6.6% | -1.2% | +7.8% | +6.7% |
| 30D | +10.3% | -24.8% | +35.0% | +14.1% |
| 3M | -6.2% | -43.7% | +37.5% | +1.1% |
| 6M | +4.2% | -37.3% | +41.5% | +10.2% |
| YTD | -18.4% | -38.4% | +20.0% | -13.8% |
| 1Y | -14.9% | -36.9% | +22.0% | -10.5% |
| 3Y | -4.6% | +20.7% | -25.3% | -8.6% |
| 5Y | -27.4% | +103.5% | -130.9% | -35.4% |
| All | +124.0% | +138.2% | -14.3% | +96.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 SFM 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