-25.8%
DPZ vs SIMO
+144.7%
-170.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -14.4% | +14.7% | +0.2% |
| 7D | +9.5% | -31.4% | +40.9% | +9.3% |
| 30D | +12.8% | -45.2% | +58.0% | +12.7% |
| 3M | -6.2% | -36.5% | +30.3% | -6.5% |
| 6M | +4.3% | -34.2% | +38.4% | +2.6% |
| YTD | -16.6% | +69.9% | -86.5% | -24.4% |
| 1Y | -12.8% | +60.4% | -73.2% | -20.6% |
| 3Y | -0.8% | +203.1% | -204.0% | -17.4% |
| 5Y | -25.8% | +145.4% | -171.2% | -39.3% |
| All | -25.8% | +144.7% | -170.5% | -39.3% |
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