-30.2%
DPZ vs STLA
-72.6%
+42.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -3.5% | +3.1% | 0.0% |
| 7D | -3.5% | -11.6% | +8.1% | -2.1% |
| 30D | +5.7% | -6.2% | +11.9% | +6.4% |
| 3M | -7.5% | -24.6% | +17.1% | -4.4% |
| 6M | +6.2% | -44.9% | +51.1% | +13.9% |
| YTD | -19.8% | -62.3% | +42.5% | -10.1% |
| 1Y | -18.0% | -61.8% | +43.8% | -8.4% |
| 3Y | -8.8% | -75.3% | +66.6% | +5.8% |
| 5Y | -30.2% | -72.5% | +42.3% | -25.8% |
| All | -30.2% | -72.6% | +42.4% | -25.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling