+200.4%
SE vs DPZ
-9.3%
+209.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.8% | -0.5% |
| 7D | -6.1% | -2.5% | -3.5% | -5.5% |
| 30D | -2.5% | -7.0% | +4.5% | -0.9% |
| 3M | +21.7% | +11.6% | +10.1% | +18.8% |
| 6M | +27.0% | -15.2% | +42.2% | +31.7% |
| YTD | -12.1% | -17.2% | +5.1% | -8.5% |
| 1Y | -40.9% | -24.8% | -16.1% | -36.8% |
| All | +200.4% | -9.3% | +209.8% | +205.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling