+30.5%
SNOW vs DPZ
-11.2%
+41.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.2% | +3.0% | +0.7% |
| 7D | +8.4% | -7.3% | +15.7% | +12.3% |
| 30D | -1.0% | -7.6% | +6.6% | +2.4% |
| 3M | +38.3% | +1.8% | +36.5% | +35.6% |
| 6M | +81.3% | -21.8% | +103.1% | +101.3% |
| YTD | +51.1% | -22.0% | +73.1% | +67.0% |
| 1Y | +47.0% | -28.6% | +75.6% | +69.6% |
| 3Y | +99.7% | -13.1% | +112.8% | +95.2% |
| 5Y | +3.6% | -33.2% | +36.8% | +16.2% |
| All | +30.5% | -11.2% | +41.7% | +28.0% |
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 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