-8.4%
DPZ vs STZ
-47.3%
+38.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.6% |
| 7D | -2.5% | -1.9% | -0.6% | -2.2% |
| 30D | -7.0% | -1.9% | -5.1% | -6.6% |
| 3M | +11.6% | -6.2% | +17.8% | +13.0% |
| 6M | -15.2% | -14.0% | -1.2% | -12.9% |
| YTD | -17.2% | -5.1% | -12.1% | -16.8% |
| 1Y | -24.8% | -9.6% | -15.3% | -23.8% |
| All | -8.4% | -47.3% | +38.9% | +6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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