+455.3%
SN vs DPZ
-12.0%
+467.3%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +3.0% | +3.0% |
| 7D | +7.6% | +3.7% | +4.0% | +6.4% |
| 30D | +24.1% | +8.0% | +16.0% | +21.0% |
| 3M | +23.7% | -4.2% | +27.9% | +25.0% |
| 6M | +105.5% | +4.6% | +100.9% | +101.0% |
| YTD | +105.1% | -18.4% | +123.5% | +117.1% |
| 1Y | +148.3% | -16.8% | +165.0% | +160.6% |
| 3Y | +438.7% | -5.0% | +443.7% | +445.2% |
| All | +455.3% | -12.0% | +467.3% | +451.3% |
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