-45.9%
SMR vs DPZ
-8.9%
-37.0%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | +1.7% | +3.7% | -2.0% | +0.6% |
| 30D | -24.4% | +8.0% | -32.5% | -26.1% |
| 3M | -44.6% | -4.2% | -40.4% | -44.2% |
| 6M | -56.7% | +4.6% | -61.2% | -57.8% |
| YTD | -61.6% | -18.4% | -43.2% | -59.6% |
| 1Y | -82.1% | -16.8% | -65.3% | -81.3% |
| 3Y | +161.5% | -5.0% | +166.6% | +179.0% |
| All | -45.9% | -8.9% | -37.0% | -44.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling