-8.4%
DPZ vs STT
+207.1%
-215.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.7% |
| 3M | +11.6% | +20.0% | -8.4% | +7.3% |
| 6M | -15.2% | +55.3% | -70.5% | -23.5% |
| YTD | -17.2% | +53.3% | -70.6% | -25.4% |
| 1Y | -24.8% | +74.7% | -99.5% | -34.8% |
| All | -8.4% | +207.1% | -215.5% | -30.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling