+339.4%
SMH vs DPZ
-30.2%
+369.6%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.7% | +2.8% | +1.6% |
| 7D | +5.2% | -1.5% | +6.7% | +5.6% |
| 30D | -1.5% | -4.4% | +2.9% | -0.6% |
| 3M | -4.1% | +7.6% | -11.7% | -7.3% |
| 6M | +50.8% | -16.9% | +67.7% | +58.5% |
| YTD | +59.3% | -18.6% | +77.9% | +68.2% |
| 1Y | +94.1% | -26.7% | +120.7% | +112.6% |
| 3Y | +286.7% | -9.3% | +296.0% | +277.3% |
| 5Y | +339.4% | -31.0% | +370.4% | +393.4% |
| All | +339.4% | -30.2% | +369.6% | +393.4% |
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