-73.1%
SMR vs DPZ
-25.6%
-47.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -1.1% |
| 7D | +4.4% | -2.5% | +7.0% | +3.5% |
| 30D | +3.4% | -7.0% | +10.4% | +0.8% |
| 3M | -19.2% | +11.6% | -30.8% | -14.7% |
| 6M | -22.6% | -15.2% | -7.5% | -24.1% |
| YTD | -31.5% | -17.2% | -14.3% | -35.0% |
| 1Y | -73.1% | -24.8% | -48.2% | -72.3% |
| All | -73.1% | -25.6% | -47.5% | -72.3% |
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