+233.7%
SMH vs DPZ
-28.5%
+262.2%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.5% | -5.5% | -3.6% |
| 7D | +4.9% | +2.2% | +2.7% | +4.4% |
| 30D | -13.8% | +15.5% | -29.3% | -17.0% |
| 3M | -17.4% | -2.0% | -15.4% | -17.3% |
| 6M | -15.0% | +12.1% | -27.1% | -19.1% |
| YTD | +35.2% | -16.6% | +51.7% | +41.5% |
| 1Y | +41.6% | -14.6% | +56.2% | +46.6% |
| 3Y | +215.6% | -4.1% | +219.8% | +201.2% |
| All | +233.7% | -28.5% | +262.2% | +263.7% |
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