+5,446.8%
DPZ vs SNY
+242.3%
+5,204.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.4% | -0.9% | -0.6% |
| 7D | -3.5% | +2.0% | -5.6% | -4.2% |
| 30D | +5.7% | +21.9% | -16.2% | -1.3% |
| 3M | -7.5% | +11.2% | -18.7% | -10.8% |
| 6M | +6.2% | +14.0% | -7.7% | +1.3% |
| YTD | -19.8% | +5.5% | -25.3% | -21.6% |
| 1Y | -18.0% | -1.1% | -16.9% | -18.0% |
| 3Y | -8.8% | +21.2% | -30.0% | -17.0% |
| 5Y | -30.2% | +16.4% | -46.6% | -37.6% |
| 10Y | +132.0% | +77.9% | +54.1% | +66.6% |
| All | +5,446.8% | +242.3% | +5,204.5% | +2,485.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling