+214.8%
SAP vs DPZ
+123.5%
+91.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.6% |
| 7D | -0.7% | +6.6% | -7.2% | -2.2% |
| 30D | +11.1% | +10.3% | +0.8% | +8.3% |
| 3M | +17.0% | -6.2% | +23.2% | +18.6% |
| 6M | +34.8% | +4.2% | +30.6% | +33.2% |
| YTD | -2.2% | -18.4% | +16.2% | +1.9% |
| 1Y | -6.4% | -14.9% | +8.5% | -3.5% |
| 3Y | +75.1% | -4.6% | +79.8% | +73.1% |
| 5Y | +69.8% | -27.4% | +97.2% | +74.8% |
| All | +214.8% | +123.5% | +91.3% | +157.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling