+597.0%
SE vs DPZ
+99.5%
+497.5%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.8% |
| 7D | +0.6% | -1.5% | +2.1% | +1.2% |
| 30D | -0.1% | -4.4% | +4.3% | +1.8% |
| 3M | +34.1% | +7.6% | +26.5% | +29.5% |
| 6M | +23.2% | -16.9% | +40.2% | +31.7% |
| YTD | -11.2% | -18.6% | +7.5% | -4.8% |
| 1Y | -40.5% | -26.7% | -13.9% | -33.6% |
| 3Y | +196.3% | -9.3% | +205.6% | +190.8% |
| 5Y | -67.0% | -31.0% | -36.0% | -64.4% |
| All | +597.0% | +99.5% | +497.5% | +395.1% |
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 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