-13.1%
SLB vs DPZ
+140.2%
-153.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.5% | -1.1% | +1.2% |
| 7D | +3.5% | +2.2% | +1.3% | +3.3% |
| 30D | +6.5% | +15.5% | -9.0% | +4.9% |
| 3M | -0.2% | -2.0% | +1.8% | -0.2% |
| 6M | -5.7% | +12.1% | -17.9% | -7.2% |
| YTD | +36.8% | -16.6% | +53.4% | +38.9% |
| 1Y | +45.8% | -14.6% | +60.4% | +47.6% |
| 3Y | +3.4% | -4.1% | +7.5% | +3.3% |
| 5Y | +76.1% | -28.3% | +104.4% | +77.6% |
| All | -13.1% | +140.2% | -153.3% | -22.8% |
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