+124.0%
DPZ vs SIRI
-1.3%
+125.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.9% |
| 7D | +6.6% | +12.6% | -6.0% | +5.0% |
| 30D | +10.3% | +25.9% | -15.6% | +7.1% |
| 3M | -6.2% | +10.3% | -16.5% | -7.4% |
| 6M | +4.2% | +24.8% | -20.6% | +1.3% |
| YTD | -18.4% | +68.6% | -87.0% | -23.8% |
| 1Y | -14.9% | +55.9% | -70.8% | -19.8% |
| 3Y | -4.6% | -22.3% | +17.7% | -4.0% |
| 5Y | -27.4% | -38.6% | +11.2% | -26.3% |
| All | +124.0% | -1.3% | +125.3% | +111.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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