+73.6%
SLB vs DPZ
-29.5%
+103.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.2% |
| 7D | +2.6% | -2.5% | +5.0% | +2.8% |
| 30D | +4.4% | +12.5% | -8.2% | +2.9% |
| 3M | -2.7% | -5.2% | +2.5% | -2.3% |
| 6M | -7.5% | +8.8% | -16.3% | -8.9% |
| YTD | +34.8% | -18.7% | +53.5% | +38.0% |
| 1Y | +44.6% | -15.7% | +60.3% | +47.2% |
| 3Y | +3.2% | -7.5% | +10.7% | +4.2% |
| 5Y | +73.6% | -30.1% | +103.6% | +51.0% |
| All | +73.6% | -29.5% | +103.1% | +51.0% |
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