+1,375.1%
SNPS vs DPZ
+5,417.8%
-4,042.7%
-49.1%
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% | -5.0% |
| 7D | -11.0% | -2.5% | -8.5% | -10.4% |
| 30D | -1.7% | -7.0% | +5.2% | -0.3% |
| 3M | -20.4% | +11.6% | -32.0% | -23.1% |
| 6M | -8.6% | -15.2% | +6.6% | -5.8% |
| YTD | -16.2% | -17.2% | +1.1% | -13.2% |
| 1Y | -34.6% | -24.8% | -9.7% | -30.6% |
| 3Y | -14.5% | -8.7% | -5.8% | -14.5% |
| 5Y | +17.0% | -28.9% | +45.9% | +22.9% |
| 10Y | +560.0% | +153.6% | +406.4% | +398.5% |
| All | +1,375.1% | +5,417.8% | -4,042.7% | +276.5% |
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