+155.0%
DPZ vs STLA
+54.0%
+101.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.9% |
| 7D | -2.5% | +2.6% | -5.1% | -2.9% |
| 30D | -7.0% | -1.2% | -5.7% | -6.9% |
| 3M | +11.6% | -24.8% | +36.4% | +14.9% |
| 6M | -15.2% | -25.6% | +10.4% | -12.8% |
| YTD | -17.2% | -48.9% | +31.7% | -11.6% |
| 1Y | -24.8% | -38.8% | +13.9% | -21.9% |
| 3Y | -8.7% | -64.5% | +55.9% | -0.8% |
| 5Y | -28.9% | -62.4% | +33.5% | -24.9% |
| All | +155.0% | +54.0% | +101.0% | +147.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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