-28.8%
DPZ vs SITM
+170.8%
-199.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.5% | -8.3% | -2.2% |
| 7D | -2.5% | +9.7% | -12.3% | -3.2% |
| 30D | -7.0% | +12.7% | -19.7% | -8.4% |
| 3M | +11.6% | -13.4% | +25.0% | +11.5% |
| 6M | -15.2% | +59.6% | -74.8% | -21.1% |
| YTD | -17.2% | +73.3% | -90.6% | -24.1% |
| 1Y | -24.8% | +165.5% | -190.4% | -34.9% |
| 3Y | -8.7% | +368.7% | -377.4% | -30.7% |
| All | -28.8% | +170.8% | -199.6% | -46.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling