+15.7%
SCHW vs DPZ
-28.0%
+43.8%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +0.9% |
| 7D | -2.8% | -8.6% | +5.8% | -1.8% |
| 30D | -0.1% | -11.2% | +11.2% | +1.1% |
| 3M | +20.6% | +1.4% | +19.2% | +20.4% |
| 6M | +15.9% | -19.9% | +35.8% | +17.7% |
| YTD | +8.5% | -23.0% | +31.5% | +9.9% |
| All | +15.7% | -28.0% | +43.8% | +17.2% |
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