+449.1%
SN vs DPZ
-13.5%
+462.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +3.5% | -3.5% | +7.1% | +4.7% |
| 30D | +19.4% | +5.7% | +13.8% | +17.3% |
| 3M | +20.9% | -7.5% | +28.4% | +23.5% |
| 6M | +111.1% | +6.2% | +104.9% | +105.3% |
| YTD | +102.8% | -19.8% | +122.6% | +115.8% |
| 1Y | +146.2% | -18.0% | +164.1% | +159.7% |
| 3Y | +441.4% | -8.8% | +450.2% | +455.0% |
| All | +449.1% | -13.5% | +462.6% | +448.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling