-27.5%
DPZ vs SITM
+42.2%
-69.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +17.4% | -19.6% | -3.2% |
| 7D | +6.6% | -6.7% | +13.3% | +6.8% |
| 30D | +10.3% | -37.3% | +47.6% | +13.3% |
| 3M | -6.2% | -39.4% | +33.2% | -3.8% |
| 6M | +4.2% | -33.1% | +37.4% | +4.3% |
| YTD | -18.4% | +18.0% | -36.4% | -23.7% |
| 1Y | -14.9% | +22.7% | -37.6% | -21.0% |
| 3Y | -4.6% | +283.8% | -288.4% | -27.9% |
| All | -27.5% | +42.2% | -69.7% | -43.1% |
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