+124.0%
DPZ vs SIMO
+379.7%
-255.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -2.4% |
| 7D | +6.6% | -22.0% | +28.6% | +7.8% |
| 30D | +10.3% | -43.0% | +53.3% | +13.4% |
| 3M | -6.2% | -39.1% | +33.0% | -4.4% |
| 6M | +4.2% | -33.3% | +37.5% | +3.6% |
| YTD | -18.4% | +77.0% | -95.4% | -29.2% |
| 1Y | -14.9% | +73.0% | -87.9% | -26.0% |
| 3Y | -4.6% | +215.7% | -220.3% | -25.9% |
| 5Y | -27.4% | +155.6% | -183.0% | -43.7% |
| All | +124.0% | +379.7% | -255.7% | +45.7% |
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