+239.3%
SLV vs DPZ
+2,741.6%
-2,502.3%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.0% | 0.0% |
| 7D | +5.1% | +6.6% | -1.5% | +4.7% |
| 30D | -12.9% | +10.3% | -23.2% | -13.5% |
| 3M | -16.1% | -6.2% | -9.9% | -15.8% |
| 6M | -33.2% | +4.2% | -37.4% | -33.5% |
| YTD | -27.2% | -18.4% | -8.8% | -26.5% |
| 1Y | +7.6% | -14.9% | +22.6% | +8.4% |
| 3Y | +122.3% | -4.6% | +127.0% | +121.5% |
| 5Y | +109.7% | -27.4% | +137.1% | +111.2% |
| 10Y | +168.4% | +125.9% | +42.5% | +151.4% |
| All | +239.3% | +2,741.6% | -2,502.3% | +137.3% |
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