+128.9%
DPZ vs STT
+203.9%
-75.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.7% | +5.0% | +1.0% |
| 7D | +9.5% | -4.9% | +14.4% | +10.4% |
| 30D | +12.8% | -6.0% | +18.8% | +13.9% |
| 3M | -6.2% | -11.7% | +5.4% | -4.5% |
| 6M | +4.3% | +11.7% | -7.4% | +2.0% |
| YTD | -16.6% | +30.4% | -47.0% | -20.7% |
| 1Y | -12.8% | +43.9% | -56.8% | -18.5% |
| 3Y | -0.8% | +165.4% | -166.2% | -16.7% |
| 5Y | -25.8% | +101.0% | -126.8% | -36.6% |
| All | +128.9% | +203.9% | -75.0% | +92.4% |
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