-40.5%
SE vs DPZ
-26.3%
-14.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.7% | +2.8% | +1.2% |
| 7D | +0.6% | -1.5% | +2.1% | +0.7% |
| 30D | -0.1% | -4.4% | +4.3% | +0.2% |
| 3M | +34.1% | +7.6% | +26.5% | +35.3% |
| 6M | +23.2% | -16.9% | +40.2% | +19.3% |
| YTD | -11.2% | -18.6% | +7.5% | -14.3% |
| 1Y | -40.5% | -26.7% | -13.9% | -43.5% |
| All | -40.5% | -26.3% | -14.2% | -43.5% |
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