-25.8%
DPZ vs STZ
-27.7%
+1.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +9.5% | +11.8% | -2.3% | +6.4% |
| 30D | +12.8% | +26.0% | -13.2% | +6.4% |
| 3M | -6.2% | +11.5% | -17.8% | -9.0% |
| 6M | +4.3% | -2.0% | +6.2% | +4.2% |
| YTD | -16.6% | +7.9% | -24.5% | -18.9% |
| 1Y | -12.8% | +13.9% | -26.8% | -16.6% |
| 3Y | -0.8% | -35.8% | +35.0% | +9.2% |
| 5Y | -25.8% | -28.4% | +2.6% | -24.5% |
| All | -25.8% | -27.7% | +1.9% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling