-77.7%
SNAP vs DPZ
+102.8%
-180.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.7% | -2.3% | -3.4% |
| 7D | +0.7% | -2.5% | +3.3% | +1.8% |
| 30D | +2.6% | -7.0% | +9.6% | +5.6% |
| 3M | -9.9% | +11.6% | -21.5% | -13.8% |
| 6M | +1.9% | -15.2% | +17.0% | +7.6% |
| YTD | -32.2% | -17.2% | -15.0% | -27.8% |
| 1Y | -22.8% | -24.8% | +2.0% | -15.0% |
| 3Y | -47.6% | -8.7% | -38.9% | -47.8% |
| 5Y | -92.7% | -28.9% | -63.8% | -92.2% |
| All | -77.7% | +102.8% | -180.5% | -83.0% |
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