+130.8%
SLB vs DPZ
-28.9%
+159.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.4% |
| 7D | +0.8% | -2.5% | +3.4% | +1.1% |
| 30D | +15.8% | -7.0% | +22.8% | +16.7% |
| 3M | -0.3% | +11.6% | -11.9% | -1.8% |
| 6M | +21.3% | -15.2% | +36.5% | +23.6% |
| YTD | +52.3% | -17.2% | +69.6% | +55.4% |
| 1Y | +63.6% | -24.8% | +88.5% | +68.9% |
| 3Y | +3.8% | -8.7% | +12.4% | +5.2% |
| All | +130.8% | -28.9% | +159.7% | +112.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling