+155.0%
DPZ vs STT
+267.1%
-112.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.7% |
| 7D | -2.5% | +0.5% | -3.0% | -2.6% |
| 30D | -7.0% | +3.9% | -10.8% | -7.5% |
| 3M | +11.6% | +20.0% | -8.4% | +8.1% |
| 6M | -15.2% | +55.3% | -70.5% | -21.4% |
| YTD | -17.2% | +53.3% | -70.6% | -23.3% |
| 1Y | -24.8% | +74.7% | -99.5% | -32.0% |
| 3Y | -8.7% | +205.8% | -214.5% | -25.1% |
| 5Y | -28.9% | +145.0% | -173.9% | -41.1% |
| All | +155.0% | +267.1% | -112.1% | +93.2% |
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