+31.7%
SNPS vs DPZ
-28.5%
+60.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.2% | -2.4% |
| 7D | +1.1% | +2.2% | -1.2% | +0.4% |
| 30D | -5.2% | +15.5% | -20.6% | -9.4% |
| 3M | +10.6% | -2.0% | +12.6% | +10.6% |
| 6M | -10.6% | +12.1% | -22.8% | -15.4% |
| YTD | -3.1% | -16.6% | +13.5% | +1.9% |
| 1Y | +15.6% | -14.6% | +30.1% | +20.1% |
| 3Y | -12.9% | -4.1% | -8.8% | -15.9% |
| All | +31.7% | -28.5% | +60.2% | +58.2% |
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