+128.9%
DPZ vs SM
+7.1%
+121.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +4.9% | +0.4% |
| 7D | +9.5% | -25.1% | +34.6% | +10.0% |
| 30D | +12.8% | -15.6% | +28.4% | +13.1% |
| 3M | -6.2% | +2.7% | -8.9% | -6.4% |
| 6M | +4.3% | -3.8% | +8.1% | +4.1% |
| YTD | -16.6% | +61.8% | -78.5% | -17.8% |
| 1Y | -12.8% | +71.4% | -84.2% | -14.2% |
| 3Y | -0.8% | -20.7% | +19.9% | -1.4% |
| 5Y | -25.8% | -11.5% | -14.3% | -26.6% |
| All | +128.9% | +7.1% | +121.7% | +121.1% |
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