+128.9%
DPZ vs STLD
+864.5%
-735.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -7.6% | +7.9% | +1.2% |
| 7D | +9.5% | -12.5% | +22.0% | +11.3% |
| 30D | +12.8% | -6.8% | +19.6% | +13.7% |
| 3M | -6.2% | -16.4% | +10.1% | -4.4% |
| 6M | +4.3% | -6.1% | +10.4% | +4.4% |
| YTD | -16.6% | +32.0% | -48.6% | -20.6% |
| 1Y | -12.8% | +45.5% | -58.3% | -18.1% |
| 3Y | -0.8% | +106.5% | -107.3% | -12.3% |
| 5Y | -25.8% | +267.2% | -293.0% | -40.0% |
| All | +128.9% | +864.5% | -735.6% | +60.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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