-28.0%
DPZ vs SIMO
+184.3%
-212.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.6% | +15.0% | +5.4% |
| 7D | +10.1% | -16.9% | +27.0% | +10.0% |
| 30D | +14.6% | -35.4% | +50.0% | +14.6% |
| 3M | -6.8% | -31.9% | +25.1% | -6.8% |
| 6M | +4.4% | -19.3% | +23.7% | +2.6% |
| YTD | -16.8% | +98.5% | -115.3% | -24.5% |
| 1Y | -14.5% | +100.5% | -115.0% | -22.5% |
| 3Y | -1.1% | +254.1% | -255.2% | -17.5% |
| 5Y | -28.0% | +187.4% | -215.4% | -41.2% |
| All | -28.0% | +184.3% | -212.3% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling