-27.8%
DPZ vs SNY
+15.8%
-43.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.3% | -2.3% | -0.5% |
| 7D | +3.7% | +5.6% | -2.0% | +2.5% |
| 30D | +8.0% | +20.1% | -12.1% | +4.1% |
| 3M | -4.2% | +10.7% | -14.9% | -6.2% |
| 6M | +4.6% | +11.1% | -6.5% | +2.2% |
| YTD | -18.4% | +4.8% | -23.2% | -19.5% |
| 1Y | -16.8% | +2.3% | -19.0% | -17.6% |
| 3Y | -5.0% | +21.6% | -26.6% | -9.0% |
| 5Y | -27.8% | +16.3% | -44.1% | -31.4% |
| All | -27.8% | +15.8% | -43.6% | -31.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling