+398.8%
SN vs DPZ
-3.1%
+401.9%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.2% | +4.8% | +3.4% |
| 7D | +7.2% | +6.6% | +0.6% | +5.0% |
| 30D | +20.4% | +10.3% | +10.1% | +16.6% |
| 3M | +23.9% | -6.2% | +30.1% | +25.9% |
| 6M | +93.0% | +4.2% | +88.8% | +88.9% |
| YTD | +99.2% | -18.4% | +117.6% | +110.9% |
| 1Y | +142.6% | -14.9% | +157.5% | +152.6% |
| 3Y | +398.8% | -4.6% | +403.4% | +435.3% |
| All | +398.8% | -3.1% | +401.9% | +435.3% |
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 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