+358.3%
SE vs DPZ
+99.5%
+258.8%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.1% |
| 7D | -1.5% | -2.5% | +1.0% | -0.5% |
| 30D | -22.3% | +12.5% | -34.9% | -26.1% |
| 3M | -41.8% | -5.2% | -36.6% | -40.8% |
| 6M | -22.4% | +8.8% | -31.2% | -25.7% |
| YTD | -41.6% | -18.7% | -22.9% | -37.6% |
| 1Y | -48.0% | -15.7% | -32.3% | -45.5% |
| 3Y | +63.9% | -7.5% | +71.4% | +59.0% |
| 5Y | -78.2% | -30.1% | -48.1% | -76.5% |
| All | +358.3% | +99.5% | +258.8% | +224.7% |
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