+124.0%
DPZ vs SM
+8.2%
+115.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.0% | -3.1% | -2.2% |
| 7D | +6.6% | -25.9% | +32.5% | +7.1% |
| 30D | +10.3% | -15.1% | +25.4% | +10.5% |
| 3M | -6.2% | +4.9% | -11.0% | -6.4% |
| 6M | +4.2% | +6.1% | -1.9% | +3.8% |
| YTD | -18.4% | +63.4% | -81.8% | -19.6% |
| 1Y | -14.9% | +72.5% | -87.4% | -16.3% |
| 3Y | -4.6% | -16.9% | +12.3% | -5.2% |
| 5Y | -27.4% | -10.6% | -16.8% | -28.2% |
| All | +124.0% | +8.2% | +115.8% | +116.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling