-28.8%
DPZ vs STZ
-33.3%
+4.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -2.5% | -1.9% | -0.6% | -2.1% |
| 30D | -7.0% | -1.9% | -5.1% | -6.6% |
| 3M | +11.6% | -6.2% | +17.8% | +13.2% |
| 6M | -15.2% | -14.0% | -1.2% | -12.5% |
| YTD | -17.2% | -5.1% | -12.1% | -16.8% |
| 1Y | -24.8% | -9.6% | -15.3% | -23.7% |
| 3Y | -8.7% | -47.2% | +38.6% | +5.8% |
| All | -28.8% | -33.3% | +4.4% | -22.3% |
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