-10.6%
SMH vs DPZ
+6.8%
-17.4%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -0.2% |
| 7D | +12.1% | -2.5% | +14.5% | +10.6% |
| 30D | -14.7% | +12.5% | -27.2% | -8.6% |
| 3M | -14.2% | -5.2% | -9.0% | -16.2% |
| 6M | -10.6% | +8.8% | -19.4% | -2.6% |
| All | -10.6% | +6.8% | -17.4% | -2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling