+32.8%
SNOW vs DPZ
-5.8%
+38.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.7% | -3.7% | -4.6% |
| 7D | +2.8% | -2.5% | +5.3% | +4.0% |
| 30D | +6.4% | -7.0% | +13.4% | +9.7% |
| 3M | +38.1% | +11.6% | +26.5% | +29.6% |
| 6M | +100.4% | -15.2% | +115.6% | +114.1% |
| YTD | +53.7% | -17.2% | +71.0% | +65.3% |
| 1Y | +52.0% | -24.8% | +76.8% | +71.4% |
| 3Y | +114.7% | -8.7% | +123.3% | +105.4% |
| 5Y | +8.8% | -28.9% | +37.7% | +18.6% |
| All | +32.8% | -5.8% | +38.5% | +26.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling