-27.5%
DPZ vs STZ
-29.7%
+2.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.7% |
| 7D | +6.6% | +4.9% | +1.7% | +5.3% |
| 30D | +10.3% | +20.9% | -10.6% | +5.1% |
| 3M | -6.2% | +8.0% | -14.1% | -8.1% |
| 6M | +4.2% | -5.3% | +9.5% | +5.1% |
| YTD | -18.4% | +5.9% | -24.3% | -20.3% |
| 1Y | -14.9% | +14.2% | -29.1% | -18.6% |
| 3Y | -4.6% | -37.0% | +32.3% | +5.5% |
| All | -27.5% | -29.7% | +2.2% | -26.6% |
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