+128.9%
DPZ vs SIMO
+360.6%
-231.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | +1.0% |
| 7D | +9.5% | -31.4% | +40.9% | +11.5% |
| 30D | +12.8% | -45.2% | +58.0% | +16.2% |
| 3M | -6.2% | -36.5% | +30.3% | -4.9% |
| 6M | +4.3% | -34.2% | +38.4% | +3.5% |
| YTD | -16.6% | +69.9% | -86.5% | -27.5% |
| 1Y | -12.8% | +60.4% | -73.2% | -23.7% |
| 3Y | -0.8% | +203.1% | -204.0% | -22.8% |
| 5Y | -25.8% | +145.4% | -171.2% | -42.3% |
| All | +128.9% | +360.6% | -231.7% | +49.2% |
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