+86.2%
SNOW vs DPZ
-5.8%
+92.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.2% | +3.7% | -3.5% | -0.7% |
| 30D | -21.1% | +8.0% | -29.1% | -22.7% |
| 3M | -11.9% | -4.2% | -7.7% | -11.2% |
| 6M | +91.0% | +4.6% | +86.4% | +87.2% |
| YTD | +32.7% | -18.4% | +51.1% | +38.8% |
| 1Y | +10.8% | -16.8% | +27.5% | +15.0% |
| 3Y | +86.2% | -5.0% | +91.2% | +78.4% |
| All | +86.2% | -5.8% | +92.0% | +78.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling