+522.2%
DPZ vs SFM
+132.6%
+389.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.6% | -2.1% |
| 7D | -2.5% | -0.1% | -2.5% | -2.6% |
| 30D | -7.0% | -4.4% | -2.6% | -6.4% |
| 3M | +11.6% | +1.5% | +10.1% | +11.0% |
| 6M | -15.2% | +6.5% | -21.6% | -16.6% |
| YTD | -17.2% | +2.2% | -19.4% | -18.2% |
| 1Y | -24.8% | -41.9% | +17.0% | -20.0% |
| 3Y | -8.7% | +106.8% | -115.4% | -19.2% |
| 5Y | -28.9% | +231.6% | -260.5% | -41.9% |
| 10Y | +153.6% | +258.4% | -104.8% | +98.3% |
| All | +522.2% | +132.6% | +389.7% | +429.8% |
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