-50.7%
SE vs DPZ
-14.8%
-35.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.4% |
| 7D | +2.0% | +6.6% | -4.6% | +1.4% |
| 30D | -20.0% | +10.3% | -30.3% | -20.8% |
| 3M | -31.8% | -6.2% | -25.6% | -31.7% |
| 6M | -15.9% | +4.2% | -20.1% | -15.3% |
| YTD | -40.6% | -18.4% | -22.2% | -44.0% |
| 1Y | -50.7% | -14.9% | -35.8% | -53.4% |
| All | -50.7% | -14.8% | -35.9% | -53.4% |
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