+450.0%
SN vs DPZ
-4.7%
+454.7%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +2.5% | +0.3% | +2.0% |
| 7D | +1.5% | +2.2% | -0.7% | +0.8% |
| 30D | +21.5% | +15.5% | +6.0% | +16.0% |
| 3M | +20.0% | -2.0% | +22.1% | +20.4% |
| 6M | +119.9% | +12.1% | +107.8% | +110.0% |
| YTD | +102.3% | -16.6% | +118.9% | +112.7% |
| 1Y | +148.0% | -14.6% | +162.6% | +158.3% |
| 3Y | +450.0% | -4.1% | +454.1% | +482.8% |
| All | +450.0% | -4.7% | +454.7% | +482.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling