-28.0%
DPZ vs SUI
-26.1%
-1.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +5.2% | +0.3% | +3.6% |
| 7D | +10.1% | +10.0% | +0.1% | +6.5% |
| 30D | +14.6% | +8.4% | +6.2% | +11.4% |
| 3M | -6.8% | +0.7% | -7.4% | -7.0% |
| 6M | +4.4% | -0.9% | +5.3% | +4.6% |
| YTD | -16.8% | +0.6% | -17.5% | -17.1% |
| 1Y | -14.5% | +0.8% | -15.2% | -14.8% |
| 3Y | -1.1% | +15.5% | -16.6% | -8.3% |
| 5Y | -28.0% | -25.9% | -2.1% | -18.7% |
| All | -28.0% | -26.1% | -1.9% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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