+1,837.0%
SMH vs DPZ
+148.6%
+1,688.4%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.2% | +4.3% | +1.2% |
| 7D | +4.3% | -7.3% | +11.6% | +6.4% |
| 30D | +0.9% | -7.6% | +8.4% | +2.7% |
| 3M | -2.8% | +1.8% | -4.6% | -4.6% |
| 6M | +45.6% | -21.8% | +67.4% | +54.3% |
| YTD | +59.5% | -22.0% | +81.5% | +68.7% |
| 1Y | +93.4% | -28.6% | +122.0% | +109.8% |
| 3Y | +287.1% | -13.1% | +300.2% | +287.0% |
| 5Y | +338.0% | -33.2% | +371.3% | +365.6% |
| All | +1,837.0% | +148.6% | +1,688.4% | +1,377.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling