-4.6%
DPZ vs SITM
+269.8%
-274.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.6% | -2.3% |
| 7D | +6.6% | -6.7% | +13.3% | +6.6% |
| 30D | +10.3% | -37.3% | +47.6% | +11.1% |
| 3M | -6.2% | -39.4% | +33.2% | -5.5% |
| 6M | +4.2% | -33.1% | +37.4% | +3.8% |
| YTD | -18.4% | +18.0% | -36.4% | -22.0% |
| 1Y | -14.9% | +22.7% | -37.6% | -19.0% |
| 3Y | -4.6% | +283.8% | -288.4% | -18.9% |
| All | -4.6% | +269.8% | -274.5% | -18.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling