+730.7%
SAP vs DPZ
+5,341.2%
-4,610.5%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -2.0% | -3.6% |
| 7D | -0.7% | +6.6% | -7.2% | -2.3% |
| 30D | +11.1% | +10.3% | +0.8% | +8.3% |
| 3M | +17.0% | -6.2% | +23.2% | +18.7% |
| 6M | +34.8% | +4.2% | +30.6% | +33.2% |
| YTD | -2.2% | -18.4% | +16.2% | +2.3% |
| 1Y | -6.4% | -14.9% | +8.5% | -3.3% |
| 3Y | +75.1% | -4.6% | +79.8% | +73.2% |
| 5Y | +69.8% | -27.4% | +97.2% | +76.8% |
| 10Y | +219.8% | +125.9% | +93.9% | +138.4% |
| All | +730.7% | +5,341.2% | -4,610.5% | +143.1% |
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 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