+3,750.8%
SMH vs DPZ
+5,417.8%
-1,667.0%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.7% | +4.3% | +3.1% |
| 7D | +2.5% | -2.5% | +5.1% | +3.3% |
| 30D | -0.5% | -7.0% | +6.5% | +1.4% |
| 3M | -9.6% | +11.6% | -21.2% | -13.7% |
| 6M | +42.1% | -15.2% | +57.2% | +46.7% |
| YTD | +57.4% | -17.2% | +74.7% | +63.4% |
| 1Y | +96.2% | -24.8% | +121.1% | +109.1% |
| 3Y | +267.9% | -8.7% | +276.6% | +263.2% |
| 5Y | +327.7% | -28.9% | +356.6% | +349.3% |
| 10Y | +1,764.6% | +153.6% | +1,611.0% | +1,165.0% |
| All | +3,750.8% | +5,417.8% | -1,667.0% | +737.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling