+124.0%
DPZ vs STLA
+18.3%
+105.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -1.9% | -2.1% |
| 7D | +6.6% | -4.5% | +11.1% | +7.1% |
| 30D | +10.3% | -3.9% | +14.2% | +10.6% |
| 3M | -6.2% | -20.2% | +14.0% | -4.1% |
| 6M | +4.2% | -42.2% | +46.4% | +10.1% |
| YTD | -18.4% | -59.3% | +40.9% | -10.9% |
| 1Y | -14.9% | -56.1% | +41.1% | -8.1% |
| 3Y | -4.6% | -73.7% | +69.0% | +7.0% |
| 5Y | -27.4% | -70.3% | +42.9% | -21.5% |
| All | +124.0% | +18.3% | +105.6% | +136.5% |
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