+5,542.7%
DPZ vs SIRI
+54.6%
+5,488.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -2.0% |
| 7D | +6.6% | +12.6% | -6.0% | +5.2% |
| 30D | +10.3% | +25.9% | -15.6% | +7.6% |
| 3M | -6.2% | +10.3% | -16.5% | -7.2% |
| 6M | +4.2% | +24.8% | -20.6% | +1.7% |
| YTD | -18.4% | +68.6% | -87.0% | -23.2% |
| 1Y | -14.9% | +55.9% | -70.8% | -19.3% |
| 3Y | -4.6% | -22.3% | +17.7% | -4.5% |
| 5Y | -27.4% | -38.6% | +11.2% | -27.0% |
| 10Y | +125.9% | -0.6% | +126.5% | +112.4% |
| All | +5,542.7% | +54.6% | +5,488.1% | +4,768.3% |
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