+3,443.0%
DPZ vs STLA
+204.3%
+3,238.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.8% | +1.7% | +5.1% |
| 7D | +10.1% | -0.6% | +10.7% | +10.2% |
| 30D | +14.6% | +3.6% | +11.0% | +14.1% |
| 3M | -6.8% | -20.6% | +13.9% | -4.9% |
| 6M | +4.4% | -34.3% | +38.7% | +8.1% |
| YTD | -16.8% | -57.3% | +40.5% | -10.6% |
| 1Y | -14.5% | -52.6% | +38.2% | -9.1% |
| 3Y | -1.1% | -73.1% | +72.0% | +9.1% |
| 5Y | -28.0% | -68.7% | +40.8% | -22.8% |
| 10Y | +130.2% | +29.2% | +101.1% | +114.3% |
| All | +3,443.0% | +204.3% | +3,238.7% | +3,038.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling