+16.5%
SNOW vs DPZ
-8.2%
+24.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.2% | +2.8% | +2.1% |
| 7D | +0.2% | +2.2% | -1.9% | -0.9% |
| 30D | -19.8% | +6.7% | -26.5% | -22.6% |
| 3M | -11.6% | -4.5% | -7.1% | -10.6% |
| 6M | +94.0% | +3.3% | +90.7% | +87.6% |
| YTD | +34.8% | -19.4% | +54.3% | +45.8% |
| 1Y | +10.1% | -17.3% | +27.4% | +17.3% |
| 3Y | +84.4% | -8.4% | +92.8% | +74.6% |
| 5Y | -18.1% | -28.2% | +10.1% | -11.2% |
| All | +16.5% | -8.2% | +24.7% | +11.7% |
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