-14.9%
DPZ vs STT
+44.2%
-59.2%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.1% |
| 7D | +6.6% | -2.5% | +9.0% | +6.5% |
| 30D | +10.3% | -5.0% | +15.2% | +10.1% |
| 3M | -6.2% | -10.5% | +4.3% | -6.6% |
| 6M | +4.2% | +10.0% | -5.8% | +3.9% |
| YTD | -18.4% | +30.7% | -49.1% | -19.4% |
| 1Y | -14.9% | +43.8% | -58.7% | -16.4% |
| All | -14.9% | +44.2% | -59.2% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling