-53.7%
SMR vs DPZ
-6.9%
-46.8%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.9% | -3.9% |
| 7D | -8.3% | +2.2% | -10.5% | -8.8% |
| 30D | -20.1% | +15.5% | -35.6% | -23.2% |
| 3M | -52.7% | -2.0% | -50.7% | -52.7% |
| 6M | -61.0% | +12.1% | -73.2% | -62.8% |
| YTD | -67.1% | -16.6% | -50.5% | -65.6% |
| 1Y | -79.9% | -14.6% | -65.3% | -79.1% |
| 3Y | +101.7% | -4.1% | +105.9% | +114.2% |
| All | -53.7% | -6.9% | -46.8% | -52.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling