-10.1%
SNPS vs DPZ
-1.0%
-9.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -4.9% |
| 7D | -10.2% | +9.5% | -19.7% | -11.6% |
| 30D | -12.8% | +12.8% | -25.6% | -14.7% |
| 3M | +9.9% | -6.2% | +16.1% | +11.5% |
| 6M | -12.4% | +4.3% | -16.6% | -13.6% |
| YTD | -6.3% | -16.6% | +10.3% | -1.3% |
| 1Y | +7.6% | -12.8% | +20.5% | +11.3% |
| All | -10.1% | -1.0% | -9.1% | -10.1% |
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