-25.8%
DPZ vs STLA
-70.3%
+44.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +0.8% |
| 7D | +9.5% | -5.5% | +15.0% | +10.2% |
| 30D | +12.8% | -3.7% | +16.5% | +13.1% |
| 3M | -6.2% | -21.1% | +14.9% | -3.7% |
| 6M | +4.3% | -38.3% | +42.6% | +10.1% |
| YTD | -16.6% | -59.2% | +42.6% | -7.4% |
| 1Y | -12.8% | -56.7% | +43.8% | -4.3% |
| 3Y | -0.8% | -74.3% | +73.5% | +14.8% |
| 5Y | -25.8% | -70.2% | +44.4% | -22.6% |
| All | -25.8% | -70.3% | +44.5% | -22.6% |
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