-78.5%
SNAP vs DPZ
+104.5%
-183.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.8% | -0.2% |
| 7D | +6.0% | +2.2% | +3.8% | +5.1% |
| 30D | -13.8% | +15.5% | -29.3% | -18.5% |
| 3M | -0.8% | -2.0% | +1.3% | -0.2% |
| 6M | -6.2% | +12.1% | -18.4% | -10.7% |
| YTD | -34.8% | -16.6% | -18.2% | -31.0% |
| 1Y | -38.7% | -14.6% | -24.1% | -35.8% |
| 3Y | -53.5% | -4.1% | -49.3% | -54.6% |
| 5Y | -90.2% | -28.3% | -61.9% | -89.5% |
| All | -78.5% | +104.5% | -183.0% | -83.8% |
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 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