+4.3%
DPZ vs SITM
-38.3%
+42.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.0% | +12.2% | -1.3% |
| 7D | +9.5% | -27.3% | +36.8% | +5.4% |
| 30D | +12.8% | -50.1% | +62.9% | +4.1% |
| 3M | -6.2% | -34.6% | +28.4% | -10.0% |
| 6M | +4.3% | -40.5% | +44.8% | -1.1% |
| All | +4.3% | -38.3% | +42.6% | -1.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling