+365.7%
SE vs DPZ
+100.1%
+265.7%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.2% | +2.3% | +1.0% |
| 7D | +2.0% | +6.6% | -4.6% | -0.6% |
| 30D | -20.0% | +10.3% | -30.3% | -23.3% |
| 3M | -31.8% | -6.2% | -25.6% | -30.2% |
| 6M | -15.9% | +4.2% | -20.1% | -18.0% |
| YTD | -40.6% | -18.4% | -22.2% | -36.7% |
| 1Y | -50.7% | -14.9% | -35.8% | -48.5% |
| 3Y | +70.3% | -4.6% | +74.9% | +62.9% |
| 5Y | -78.8% | -27.4% | -51.4% | -77.5% |
| All | +365.7% | +100.1% | +265.7% | +229.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling