+665.4%
SAP vs DPZ
+5,417.8%
-4,752.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.4% |
| 7D | -2.9% | -2.5% | -0.4% | -2.3% |
| 30D | +9.0% | -7.0% | +16.0% | +10.8% |
| 3M | +14.9% | +11.6% | +3.3% | +11.7% |
| 6M | +11.9% | -15.2% | +27.1% | +16.2% |
| YTD | -9.9% | -17.2% | +7.3% | -6.0% |
| 1Y | -19.5% | -24.8% | +5.3% | -14.2% |
| 3Y | +61.8% | -8.7% | +70.5% | +61.7% |
| 5Y | +56.2% | -28.9% | +85.1% | +63.3% |
| 10Y | +180.6% | +153.6% | +27.0% | +103.2% |
| All | +665.4% | +5,417.8% | -4,752.3% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling