+525.4%
DPZ vs SFM
+55.4%
+469.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.6% | +1.8% | +4.9% |
| 7D | +10.1% | -12.3% | +22.4% | +11.5% |
| 30D | +14.6% | -16.2% | +30.8% | +16.9% |
| 3M | -6.8% | -36.8% | +30.0% | -1.0% |
| 6M | +4.4% | -32.6% | +37.0% | +9.4% |
| YTD | -16.8% | -31.7% | +14.9% | -13.4% |
| 1Y | -14.5% | -35.0% | +20.5% | -10.3% |
| 3Y | -1.1% | +30.6% | -31.7% | -7.1% |
| 5Y | -28.0% | +136.0% | -164.0% | -38.4% |
| 10Y | +130.2% | +165.6% | -35.4% | +87.2% |
| All | +525.4% | +55.4% | +469.9% | +461.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling