-30.1%
DPZ vs SIRI
-41.3%
+11.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | -2.5% | -3.7% | +1.2% | -2.1% |
| 30D | +12.5% | +20.4% | -7.9% | +10.4% |
| 3M | -5.2% | +12.5% | -17.7% | -6.4% |
| 6M | +8.8% | +23.4% | -14.7% | +6.5% |
| YTD | -18.7% | +65.2% | -83.8% | -22.7% |
| 1Y | -15.7% | +52.4% | -68.1% | -19.3% |
| 3Y | -7.5% | -22.6% | +15.1% | -7.1% |
| 5Y | -30.1% | -41.7% | +11.6% | -24.8% |
| All | -30.1% | -41.3% | +11.3% | -24.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling