+847.1%
SRE vs DPZ
+5,339.6%
-4,492.5%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -8.4% | +3.7% | -12.0% | -9.0% |
| 30D | -3.2% | +8.0% | -11.2% | -4.5% |
| 3M | -5.3% | -4.2% | -1.1% | -4.9% |
| 6M | -12.6% | +4.6% | -17.2% | -13.7% |
| YTD | -8.8% | -18.4% | +9.7% | -6.4% |
| 1Y | -13.4% | -16.8% | +3.3% | -11.5% |
| 3Y | +24.4% | -5.0% | +29.4% | +22.8% |
| 5Y | +47.3% | -27.8% | +75.1% | +50.0% |
| 10Y | +116.7% | +121.1% | -4.4% | +72.0% |
| All | +847.1% | +5,339.6% | -4,492.5% | +243.0% |
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