+20.3%
SGOV vs DPZ
-12.4%
+32.7%
0.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.8% | +1.8% | 0.0% |
| 7D | 0.0% | -8.6% | +8.7% | +0.1% |
| 30D | +0.3% | -11.9% | +12.2% | +0.3% |
| 3M | +0.9% | +0.4% | +0.5% | +0.9% |
| 6M | +1.8% | -19.9% | +21.7% | +1.8% |
| YTD | +2.5% | -24.4% | +26.9% | +2.5% |
| 1Y | +3.8% | -30.4% | +34.2% | +3.8% |
| 3Y | +14.4% | -17.4% | +31.7% | +14.4% |
| 5Y | +20.2% | -34.6% | +54.8% | +20.2% |
| All | +20.3% | -12.4% | +32.7% | +20.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling