+158.9%
SN vs DPZ
-14.7%
+173.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +5.4% | -1.3% | +2.8% |
| 7D | +10.6% | +10.1% | +0.5% | +8.1% |
| 30D | +20.0% | +14.6% | +5.4% | +16.3% |
| 3M | +30.4% | -6.8% | +37.1% | +31.4% |
| 6M | +91.0% | +4.4% | +86.6% | +87.5% |
| YTD | +95.9% | -16.8% | +112.8% | +104.4% |
| 1Y | +158.9% | -14.5% | +173.3% | +163.5% |
| All | +158.9% | -14.7% | +173.6% | +163.5% |
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