-14.5%
DPZ vs SITM
+47.5%
-62.0%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -9.4% | +14.8% | +4.8% |
| 7D | +10.1% | -19.5% | +29.6% | +8.7% |
| 30D | +14.6% | -43.2% | +57.8% | +11.2% |
| 3M | -6.8% | -30.8% | +24.1% | -8.3% |
| 6M | +4.4% | -28.6% | +33.0% | +1.5% |
| YTD | -16.8% | +14.2% | -31.0% | -20.3% |
| 1Y | -14.5% | +44.4% | -58.8% | -18.6% |
| All | -14.5% | +47.5% | -62.0% | -18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling