+186.8%
SO vs DPZ
+125.0%
+61.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | -1.1% | +3.7% | -4.8% | -1.5% |
| 30D | +8.6% | +8.0% | +0.6% | +7.6% |
| 3M | +1.8% | -4.2% | +6.0% | +2.1% |
| 6M | +3.6% | +4.6% | -1.0% | +2.8% |
| YTD | +9.9% | -18.4% | +28.4% | +11.8% |
| 1Y | +5.7% | -16.8% | +22.5% | +7.2% |
| 3Y | +52.5% | -5.0% | +57.5% | +51.1% |
| 5Y | +77.3% | -27.8% | +105.1% | +78.7% |
| 10Y | +186.8% | +121.1% | +65.7% | +156.2% |
| All | +186.8% | +125.0% | +61.8% | +156.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling