+40.7%
SLB vs DPZ
-14.8%
+55.4%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +0.5% |
| 7D | -7.1% | +6.6% | -13.7% | -7.0% |
| 30D | +4.1% | +10.3% | -6.2% | +4.2% |
| 3M | -2.6% | -6.2% | +3.5% | -2.4% |
| 6M | -8.6% | +4.2% | -12.8% | -8.1% |
| YTD | +32.2% | -18.4% | +50.6% | +36.1% |
| 1Y | +40.7% | -14.9% | +55.6% | +41.0% |
| All | +40.7% | -14.8% | +55.4% | +41.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling