-22.7%
SNOW vs DPZ
-28.0%
+5.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | 0.0% | +5.6% | +5.5% |
| 7D | +0.2% | +3.7% | -3.5% | -1.7% |
| 30D | -21.1% | +8.0% | -29.1% | -24.4% |
| 3M | -11.9% | -4.2% | -7.7% | -11.0% |
| 6M | +91.0% | +4.6% | +86.4% | +83.3% |
| YTD | +32.7% | -18.4% | +51.1% | +43.5% |
| 1Y | +10.8% | -16.8% | +27.5% | +18.2% |
| 3Y | +86.2% | -5.0% | +91.2% | +68.3% |
| 5Y | -22.7% | -27.8% | +5.1% | -11.3% |
| All | -22.7% | -28.0% | +5.3% | -11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling