+425.4%
SN vs DPZ
-10.0%
+435.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.2% | -1.1% |
| 7D | +3.8% | +9.5% | -5.7% | +0.8% |
| 30D | +17.5% | +12.8% | +4.7% | +13.0% |
| 3M | +19.2% | -6.2% | +25.5% | +21.3% |
| 6M | +84.9% | +4.3% | +80.7% | +81.1% |
| YTD | +94.0% | -16.6% | +110.6% | +104.0% |
| 1Y | +151.3% | -12.8% | +164.2% | +159.7% |
| 3Y | +387.1% | -0.8% | +387.9% | +386.1% |
| All | +425.4% | -10.0% | +435.4% | +418.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling