-28.2%
DPZ vs SFM
+100.9%
-129.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -1.0% |
| 7D | +2.2% | -6.9% | +9.1% | +3.4% |
| 30D | +6.7% | -25.0% | +31.7% | +11.3% |
| 3M | -4.5% | -42.7% | +38.2% | +4.4% |
| 6M | +3.3% | -41.0% | +44.3% | +11.9% |
| YTD | -19.4% | -38.7% | +19.2% | -13.8% |
| 1Y | -17.3% | -38.1% | +20.9% | -11.8% |
| 3Y | -8.4% | +19.3% | -27.7% | -15.1% |
| 5Y | -28.2% | +103.1% | -131.3% | -38.7% |
| All | -28.2% | +100.9% | -129.2% | -38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling