-79.9%
SMR vs DPZ
-13.7%
-66.2%
-81.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.5% | -5.9% | -2.6% |
| 7D | -8.3% | +2.2% | -10.5% | -7.7% |
| 30D | -20.1% | +15.5% | -35.6% | -17.5% |
| 3M | -52.7% | -2.0% | -50.7% | -53.0% |
| 6M | -61.0% | +12.1% | -73.2% | -59.5% |
| YTD | -67.1% | -16.6% | -50.5% | -67.4% |
| 1Y | -79.9% | -14.6% | -65.3% | -80.5% |
| All | -79.9% | -13.7% | -66.2% | -80.5% |
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 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