+144.2%
SMR vs DPZ
-5.8%
+150.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +16.2% | -2.2% | +18.4% | +17.0% |
| 7D | -9.6% | +6.6% | -16.2% | -12.1% |
| 30D | -33.8% | +10.3% | -44.1% | -36.6% |
| 3M | -46.4% | -6.2% | -40.2% | -45.3% |
| 6M | -62.4% | +4.2% | -66.7% | -64.0% |
| YTD | -64.1% | -18.4% | -45.8% | -60.6% |
| 1Y | -84.3% | -14.9% | -69.4% | -83.4% |
| All | +144.2% | -5.8% | +150.0% | +161.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling