-8.4%
DPZ vs SIRI
-27.1%
+18.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.5% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -7.0% | -4.7% | -2.3% | -6.6% |
| 3M | +11.6% | +5.3% | +6.3% | +11.2% |
| 6M | -15.2% | +30.5% | -45.7% | -17.2% |
| YTD | -17.2% | +49.6% | -66.9% | -20.4% |
| 1Y | -24.8% | +28.5% | -53.4% | -26.7% |
| All | -8.4% | -27.1% | +18.8% | -7.7% |
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