+24.9%
DPZ vs SITM
+3,535.1%
-3,510.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.3% | -6.8% | -0.8% |
| 7D | -3.5% | +17.2% | -20.7% | -4.5% |
| 30D | +5.7% | -17.1% | +22.8% | +6.5% |
| 3M | -7.5% | -29.2% | +21.7% | -6.3% |
| 6M | +6.2% | -47.6% | +53.8% | +9.0% |
| YTD | -19.8% | +33.8% | -53.6% | -24.3% |
| 1Y | -18.0% | +54.1% | -72.1% | -23.6% |
| 3Y | -8.8% | +337.6% | -346.3% | -25.6% |
| 5Y | -30.2% | +89.7% | -119.9% | -42.0% |
| All | +24.9% | +3,535.1% | -3,510.2% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling