-19.5%
SAP vs DPZ
-25.6%
+6.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.3% |
| 7D | -2.9% | -2.5% | -0.4% | -2.1% |
| 30D | +9.0% | -7.0% | +16.0% | +11.6% |
| 3M | +14.9% | +11.6% | +3.3% | +11.1% |
| 6M | +11.9% | -15.2% | +27.1% | +11.3% |
| YTD | -9.9% | -17.2% | +7.3% | -10.3% |
| 1Y | -19.5% | -24.8% | +5.3% | -20.1% |
| All | -19.5% | -25.6% | +6.0% | -20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling