-79.6%
SNAP vs DPZ
+97.5%
-177.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.5% |
| 7D | -10.6% | +2.2% | -12.7% | -11.3% |
| 30D | -19.7% | +6.7% | -26.4% | -21.8% |
| 3M | -6.5% | -4.5% | -2.0% | -5.0% |
| 6M | -17.8% | +3.3% | -21.1% | -19.1% |
| YTD | -38.0% | -19.4% | -18.6% | -33.5% |
| 1Y | -42.5% | -17.3% | -25.2% | -39.0% |
| 3Y | -55.8% | -8.4% | -47.4% | -56.2% |
| 5Y | -90.5% | -28.2% | -62.3% | -89.9% |
| All | -79.6% | +97.5% | -177.1% | -84.3% |
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 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