+29.9%
DPZ vs SITM
+2,630.8%
-2,600.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -12.0% | +12.2% | +0.9% |
| 7D | +9.5% | -27.3% | +36.8% | +11.3% |
| 30D | +12.8% | -50.1% | +62.9% | +17.0% |
| 3M | -6.2% | -34.6% | +28.4% | -4.9% |
| 6M | +4.3% | -40.5% | +44.8% | +5.1% |
| YTD | -16.6% | +0.5% | -17.1% | -19.9% |
| 1Y | -12.8% | +27.2% | -40.0% | -18.2% |
| 3Y | -0.8% | +216.7% | -217.5% | -17.5% |
| 5Y | -25.8% | +23.5% | -49.3% | -37.0% |
| All | +29.9% | +2,630.8% | -2,600.9% | +2.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling