-14.9%
DPZ vs SIMO
+67.0%
-81.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.2% | -6.3% | -1.7% |
| 7D | +6.6% | -22.0% | +28.6% | +4.1% |
| 30D | +10.3% | -43.0% | +53.3% | +4.8% |
| 3M | -6.2% | -39.1% | +33.0% | -9.7% |
| 6M | +4.2% | -33.3% | +37.5% | +1.1% |
| YTD | -18.4% | +77.0% | -95.4% | -18.0% |
| 1Y | -14.9% | +73.0% | -87.9% | -14.4% |
| All | -14.9% | +67.0% | -81.9% | -14.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling