+5,622.1%
DPZ vs SIRI
+37.2%
+5,584.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -1.4% |
| 7D | -2.5% | +1.6% | -4.1% | -2.7% |
| 30D | -7.0% | -4.7% | -2.3% | -6.5% |
| 3M | +11.6% | +5.3% | +6.3% | +11.0% |
| 6M | -15.2% | +30.5% | -45.7% | -17.7% |
| YTD | -17.2% | +49.6% | -66.9% | -21.1% |
| 1Y | -24.8% | +28.5% | -53.4% | -27.2% |
| 3Y | -8.7% | -27.5% | +18.8% | -8.1% |
| 5Y | -28.9% | -44.7% | +15.7% | -27.7% |
| 10Y | +153.6% | -12.6% | +166.3% | +141.9% |
| All | +5,622.1% | +37.2% | +5,584.9% | +4,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling