+155.0%
DPZ vs SSNC
+178.1%
-23.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.4% |
| 7D | -2.5% | +0.6% | -3.2% | -2.7% |
| 30D | -7.0% | +6.0% | -13.0% | -8.7% |
| 3M | +11.6% | +21.0% | -9.4% | +5.1% |
| 6M | -15.2% | +12.1% | -27.3% | -18.4% |
| YTD | -17.2% | -3.2% | -14.0% | -17.1% |
| 1Y | -24.8% | -4.4% | -20.5% | -24.5% |
| 3Y | -8.7% | +51.6% | -60.3% | -20.8% |
| 5Y | -28.9% | +21.1% | -50.0% | -35.1% |
| All | +155.0% | +178.1% | -23.1% | +72.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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