+70.3%
SE vs DPZ
-3.1%
+73.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +0.6% |
| 7D | +2.0% | +6.6% | -4.6% | +0.6% |
| 30D | -20.0% | +10.3% | -30.3% | -21.8% |
| 3M | -31.8% | -6.2% | -25.6% | -30.9% |
| 6M | -15.9% | +4.2% | -20.1% | -16.5% |
| YTD | -40.6% | -18.4% | -22.2% | -38.3% |
| 1Y | -50.7% | -14.9% | -35.8% | -49.4% |
| 3Y | +70.3% | -4.6% | +74.9% | +87.1% |
| All | +70.3% | -3.1% | +73.4% | +87.1% |
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