-7.8%
DPZ vs SIRI
-21.7%
+13.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | -2.6% | -0.9% | -3.3% |
| 30D | +5.7% | +22.2% | -16.5% | +3.5% |
| 3M | -7.5% | +14.1% | -21.6% | -8.8% |
| 6M | +6.2% | +22.5% | -16.3% | +4.2% |
| YTD | -19.8% | +67.9% | -87.7% | -23.6% |
| 1Y | -18.0% | +54.6% | -72.5% | -21.3% |
| All | -7.8% | -21.7% | +13.8% | -5.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling