+5,650.9%
DPZ vs STZ
+812.1%
+4,838.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.3% | +0.1% | +3.9% |
| 7D | +10.1% | +13.0% | -2.9% | +6.3% |
| 30D | +14.6% | +29.4% | -14.8% | +6.3% |
| 3M | -6.8% | +11.6% | -18.3% | -9.8% |
| 6M | +4.4% | -0.2% | +4.6% | +4.1% |
| YTD | -16.8% | +8.6% | -25.4% | -19.6% |
| 1Y | -14.5% | +15.9% | -30.4% | -19.0% |
| 3Y | -1.1% | -35.4% | +34.3% | +9.1% |
| 5Y | -28.0% | -26.9% | -1.1% | -24.0% |
| 10Y | +130.2% | +7.8% | +122.5% | +100.9% |
| All | +5,650.9% | +812.1% | +4,838.8% | +1,886.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling