+7.5%
SMR vs DPZ
-12.9%
+20.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -4.2% | +0.8% | -2.3% |
| 7D | +13.1% | -7.3% | +20.4% | +15.2% |
| 30D | +17.8% | -7.6% | +25.3% | +20.0% |
| 3M | +8.1% | +1.8% | +6.3% | +6.5% |
| 6M | -11.1% | -21.8% | +10.7% | -4.7% |
| YTD | -23.7% | -22.0% | -1.7% | -18.5% |
| 1Y | -69.4% | -28.6% | -40.8% | -66.3% |
| 3Y | +82.6% | -13.1% | +95.7% | +98.8% |
| All | +7.5% | -12.9% | +20.4% | +12.4% |
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