+124.1%
SRE vs DPZ
+129.5%
-5.4%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -5.6% | -3.5% | -2.1% | -5.3% |
| 30D | -4.5% | +5.7% | -10.2% | -5.1% |
| 3M | -7.7% | -7.5% | -0.3% | -7.1% |
| 6M | -14.4% | +6.2% | -20.6% | -15.2% |
| YTD | -9.4% | -19.8% | +10.4% | -7.7% |
| 1Y | -13.8% | -18.0% | +4.1% | -12.5% |
| 3Y | +22.2% | -8.8% | +31.0% | +21.9% |
| 5Y | +50.5% | -30.2% | +80.7% | +51.9% |
| 10Y | +124.1% | +132.0% | -7.9% | +100.3% |
| All | +124.1% | +129.5% | -5.4% | +100.3% |
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