+153.2%
SLB vs DPZ
+5,341.2%
-5,188.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.2% | +2.7% | +1.1% |
| 7D | -7.1% | +6.6% | -13.7% | -8.6% |
| 30D | +4.1% | +10.3% | -6.2% | +1.5% |
| 3M | -2.6% | -6.2% | +3.5% | -1.6% |
| 6M | -8.6% | +4.2% | -12.8% | -10.4% |
| YTD | +32.2% | -18.4% | +50.6% | +36.8% |
| 1Y | +40.7% | -14.9% | +55.6% | +44.1% |
| 3Y | -4.5% | -4.6% | +0.1% | -6.3% |
| 5Y | +66.4% | -27.4% | +93.8% | +70.2% |
| 10Y | -15.1% | +125.9% | -141.0% | -41.7% |
| All | +153.2% | +5,341.2% | -5,188.0% | -44.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling