+3,322.5%
DPZ vs SIMO
+3,332.4%
-9.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +8.7% | -10.4% | -2.9% |
| 7D | -2.5% | +4.2% | -6.8% | -3.2% |
| 30D | -7.0% | +4.1% | -11.1% | -8.0% |
| 3M | +11.6% | -12.9% | +24.5% | +10.9% |
| 6M | -15.2% | +110.3% | -125.5% | -27.9% |
| YTD | -17.2% | +178.6% | -195.8% | -33.3% |
| 1Y | -24.8% | +220.0% | -244.8% | -41.1% |
| 3Y | -8.7% | +409.0% | -417.7% | -35.2% |
| 5Y | -28.9% | +277.3% | -306.2% | -48.8% |
| 10Y | +153.6% | +506.6% | -353.0% | +58.8% |
| All | +3,322.5% | +3,332.4% | -9.9% | +982.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling