+902.0%
SRE vs DPZ
+5,417.8%
-4,515.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.7% | +1.1% | -0.3% |
| 7D | -0.3% | -2.5% | +2.2% | +0.1% |
| 30D | -0.7% | -7.0% | +6.2% | +0.4% |
| 3M | -6.3% | +11.6% | -17.9% | -8.3% |
| 6M | -10.7% | -15.2% | +4.5% | -8.7% |
| YTD | -3.5% | -17.2% | +13.8% | -1.1% |
| 1Y | +5.3% | -24.8% | +30.1% | +9.5% |
| 3Y | +31.8% | -8.7% | +40.5% | +31.0% |
| 5Y | +47.4% | -28.9% | +76.3% | +50.5% |
| 10Y | +120.6% | +153.6% | -33.1% | +70.7% |
| All | +902.0% | +5,417.8% | -4,515.7% | +262.6% |
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