+28.4%
SNPS vs DPZ
-25.5%
+53.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | +0.3% | -5.2% | -5.0% |
| 7D | -10.2% | +9.5% | -19.7% | -12.6% |
| 30D | -12.8% | +12.8% | -25.6% | -16.1% |
| 3M | +9.9% | -6.2% | +16.1% | +11.5% |
| 6M | -12.4% | +4.3% | -16.6% | -14.8% |
| YTD | -6.3% | -16.6% | +10.3% | -1.4% |
| 1Y | +7.6% | -12.8% | +20.5% | +10.9% |
| 3Y | -9.8% | -0.8% | -8.9% | -14.1% |
| All | +28.4% | -25.5% | +53.9% | +47.4% |
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 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