+137.2%
DPZ vs SNY
+64.3%
+72.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | -8.6% | -3.6% | -4.9% | -7.9% |
| 30D | -11.2% | -1.9% | -9.3% | -10.8% |
| 3M | +1.4% | -2.0% | +3.4% | +1.8% |
| 6M | -19.9% | +2.5% | -22.4% | -20.3% |
| YTD | -23.0% | -7.0% | -16.1% | -22.0% |
| 1Y | -28.2% | -4.4% | -23.8% | -27.8% |
| 3Y | -14.2% | -8.4% | -5.8% | -14.1% |
| 5Y | -33.4% | +9.5% | -42.9% | -36.6% |
| All | +137.2% | +64.3% | +72.9% | +106.8% |
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