+6.7%
DPZ vs SKDD
-54.8%
+61.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -19.5% | +19.1% | +1.0% |
| 7D | -3.5% | -8.2% | +4.6% | -3.5% |
| 30D | +5.7% | +0.3% | +5.4% | +4.3% |
| 3M | -7.5% | -38.8% | +31.4% | -6.5% |
| All | +6.7% | -54.8% | +61.6% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SKDD.
Daily Out/Under-Performance
Portfolio return minus SKDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SKDD 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 10y: compounded portfolio wealth divided by compounded SKDD 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…
10y analysis · Full analysis span regression · Available span rolling