+155.0%
DPZ vs SIMO
+502.1%
-347.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.3% |
| 7D | -2.5% | +4.2% | -6.8% | -2.9% |
| 30D | -7.0% | +4.1% | -11.1% | -7.5% |
| 3M | +11.6% | -12.9% | +24.5% | +11.4% |
| 6M | -15.2% | +110.3% | -125.5% | -24.2% |
| YTD | -17.2% | +178.6% | -195.8% | -29.2% |
| 1Y | -24.8% | +220.0% | -244.8% | -37.2% |
| 3Y | -8.7% | +409.0% | -417.7% | -30.1% |
| 5Y | -28.9% | +277.3% | -306.2% | -44.8% |
| All | +155.0% | +502.1% | -347.1% | +70.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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