+752.2%
SO vs DPZ
+5,341.2%
-4,589.0%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -1.5% | +6.6% | -8.0% | -2.2% |
| 30D | +8.1% | +10.3% | -2.2% | +6.9% |
| 3M | +0.2% | -6.2% | +6.4% | +0.8% |
| 6M | +0.4% | +4.2% | -3.9% | -0.4% |
| YTD | +8.5% | -18.4% | +26.9% | +10.4% |
| 1Y | +4.9% | -14.9% | +19.9% | +6.2% |
| 3Y | +47.9% | -4.6% | +52.5% | +46.7% |
| 5Y | +75.7% | -27.4% | +103.1% | +77.7% |
| 10Y | +178.0% | +125.9% | +52.1% | +143.4% |
| All | +752.2% | +5,341.2% | -4,589.0% | +406.1% |
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 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