+7.2%
DPZ vs SKDD
-43.9%
+51.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SKDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.1% | -8.3% | -1.8% |
| 7D | +2.2% | +26.0% | -23.8% | 0.0% |
| 30D | +6.7% | +35.0% | -28.4% | +3.1% |
| 3M | -4.5% | -31.0% | +26.5% | -4.4% |
| All | +7.2% | -43.9% | +51.1% | +3.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · Available span rolling