+432.7%
SN vs DPZ
-12.3%
+444.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | +1.4% | -2.5% | +3.8% | +2.2% |
| 30D | +16.6% | +12.5% | +4.1% | +12.2% |
| 3M | +18.3% | -5.2% | +23.5% | +19.9% |
| 6M | +103.1% | +8.8% | +94.3% | +95.9% |
| YTD | +96.7% | -18.7% | +115.4% | +108.4% |
| 1Y | +134.3% | -15.7% | +150.0% | +144.8% |
| 3Y | +425.2% | -7.5% | +432.7% | +435.9% |
| All | +432.7% | -12.3% | +444.9% | +429.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling