-48.0%
SMR vs DPZ
-10.5%
-37.6%
-91.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.9% | -3.5% | +5.5% | +2.7% |
| 30D | -21.9% | +5.7% | -27.6% | -23.3% |
| 3M | -47.1% | -7.5% | -39.6% | -46.3% |
| 6M | -60.6% | +6.2% | -66.9% | -61.9% |
| YTD | -63.1% | -19.8% | -43.3% | -61.0% |
| 1Y | -80.4% | -18.0% | -62.5% | -79.5% |
| 3Y | +150.2% | -8.8% | +159.0% | +168.4% |
| All | -48.0% | -10.5% | -37.6% | -46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling