+379.5%
SE vs DPZ
+100.0%
+279.4%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +3.3% | +3.7% | -0.4% | +1.8% |
| 30D | -18.2% | +8.0% | -26.2% | -20.9% |
| 3M | -31.3% | -4.2% | -27.1% | -30.2% |
| 6M | -10.1% | +4.6% | -14.7% | -12.5% |
| YTD | -38.9% | -18.4% | -20.5% | -34.8% |
| 1Y | -48.0% | -16.8% | -31.2% | -45.2% |
| 3Y | +78.8% | -5.0% | +83.8% | +71.4% |
| 5Y | -77.1% | -27.8% | -49.3% | -75.7% |
| All | +379.5% | +100.0% | +279.4% | +239.3% |
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