-14.5%
DPZ vs SM
+70.4%
-84.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -15.3% | +20.7% | +4.7% |
| 7D | +10.1% | -21.5% | +31.6% | +9.2% |
| 30D | +14.6% | -11.4% | +26.0% | +13.8% |
| 3M | -6.8% | +0.6% | -7.4% | -7.4% |
| 6M | +4.4% | +0.2% | +4.1% | +3.2% |
| YTD | -16.8% | +69.7% | -86.5% | -23.7% |
| 1Y | -14.5% | +71.6% | -86.0% | -22.4% |
| All | -14.5% | +70.4% | -84.8% | -22.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 1y: compounded portfolio wealth divided by compounded SM 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…
1y analysis · Full analysis span regression · 6 months rolling