+49.3%
SOFI vs DPZ
-4.1%
+53.4%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | +0.1% | -0.9% |
| 7D | +0.9% | -2.5% | +3.4% | +2.0% |
| 30D | -0.2% | -7.0% | +6.8% | +2.5% |
| 3M | +6.2% | +11.6% | -5.4% | +0.2% |
| 6M | -2.6% | -15.2% | +12.6% | +3.3% |
| YTD | -30.4% | -17.2% | -13.2% | -25.7% |
| 1Y | -28.2% | -24.8% | -3.4% | -20.2% |
| 3Y | +107.3% | -8.7% | +115.9% | +104.7% |
| 5Y | +20.2% | -28.9% | +49.1% | +24.1% |
| All | +49.3% | -4.1% | +53.4% | +29.9% |
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