+121.1%
DPZ vs STT
+211.9%
-90.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.2% | -3.2% | -0.5% |
| 7D | +3.7% | +0.9% | +2.7% | +3.5% |
| 30D | +8.0% | -2.3% | +10.4% | +8.4% |
| 3M | -4.2% | -7.0% | +2.8% | -3.2% |
| 6M | +4.6% | +15.5% | -10.9% | +1.8% |
| YTD | -18.4% | +35.6% | -54.0% | -22.9% |
| 1Y | -16.8% | +47.9% | -64.6% | -22.5% |
| 3Y | -5.0% | +181.1% | -186.1% | -20.9% |
| 5Y | -27.8% | +108.2% | -136.0% | -38.6% |
| 10Y | +121.1% | +201.0% | -79.9% | +86.7% |
| All | +121.1% | +211.9% | -90.8% | +86.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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