+18.6%
SNOW vs DPZ
-8.6%
+27.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.4% | +2.3% | +2.0% |
| 7D | +3.7% | -3.5% | +7.2% | +5.3% |
| 30D | -16.4% | +5.7% | -22.1% | -19.0% |
| 3M | -9.9% | -7.5% | -2.4% | -7.5% |
| 6M | +98.8% | +6.2% | +92.6% | +89.7% |
| YTD | +37.3% | -19.8% | +57.1% | +48.8% |
| 1Y | +11.0% | -18.0% | +29.0% | +18.7% |
| 3Y | +87.8% | -8.8% | +96.6% | +78.2% |
| 5Y | -18.4% | -30.2% | +11.8% | -10.6% |
| All | +18.6% | -8.6% | +27.3% | +14.0% |
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