+41.6%
SMH vs DPZ
-16.8%
+58.3%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.5% |
| 7D | +12.1% | -2.5% | +14.5% | +11.2% |
| 30D | -14.7% | +12.5% | -27.2% | -11.1% |
| 3M | -14.2% | -5.2% | -9.0% | -14.7% |
| 6M | -10.6% | +8.8% | -19.4% | -7.2% |
| YTD | +39.3% | -18.7% | +58.0% | +43.2% |
| 1Y | +41.6% | -15.7% | +57.2% | +45.5% |
| All | +41.6% | -16.8% | +58.3% | +45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling