+145.0%
DPZ vs SNY
+76.4%
+68.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.2% | +2.7% | +2.6% |
| 7D | +2.2% | +2.8% | -0.6% | +1.6% |
| 30D | +15.5% | +21.6% | -6.1% | +10.8% |
| 3M | -2.0% | +10.5% | -12.5% | -4.1% |
| 6M | +12.1% | +14.0% | -1.9% | +9.0% |
| YTD | -16.6% | +5.4% | -21.9% | -17.8% |
| 1Y | -14.6% | -2.5% | -12.1% | -14.5% |
| 3Y | -4.1% | +22.1% | -26.2% | -9.0% |
| 5Y | -28.3% | +18.0% | -46.4% | -32.7% |
| All | +145.0% | +76.4% | +68.6% | +113.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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