+10.5%
SOFI vs DPZ
-34.0%
+44.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -4.2% | +0.4% | -1.9% |
| 7D | -2.9% | -7.3% | +4.4% | +0.5% |
| 30D | -4.4% | -7.6% | +3.2% | -1.2% |
| 3M | +5.2% | +1.8% | +3.4% | +3.0% |
| 6M | -7.8% | -21.8% | +14.0% | +2.3% |
| YTD | -33.8% | -22.0% | -11.8% | -26.8% |
| 1Y | -33.3% | -28.6% | -4.7% | -23.1% |
| 3Y | +102.7% | -13.1% | +115.8% | +101.3% |
| 5Y | +10.5% | -33.2% | +43.7% | +42.2% |
| All | +10.5% | -34.0% | +44.5% | +42.2% |
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