+5,650.9%
DPZ vs SM
+106.3%
+5,544.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -15.3% | +20.7% | +6.6% |
| 7D | +10.1% | -21.5% | +31.6% | +11.8% |
| 30D | +14.6% | -11.4% | +26.0% | +15.3% |
| 3M | -6.8% | +0.6% | -7.4% | -7.3% |
| 6M | +4.4% | +0.2% | +4.1% | +3.5% |
| YTD | -16.8% | +69.7% | -86.5% | -21.1% |
| 1Y | -14.5% | +71.6% | -86.0% | -19.0% |
| 3Y | -1.1% | -16.9% | +15.8% | -2.6% |
| 5Y | -28.0% | -3.2% | -24.7% | -31.5% |
| 10Y | +130.2% | +15.5% | +114.7% | +81.0% |
| All | +5,650.9% | +106.3% | +5,544.6% | +2,475.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling