+661.5%
STM vs DPZ
+154.5%
+507.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.4% |
| 7D | +5.8% | -2.5% | +8.3% | +6.6% |
| 30D | -1.0% | -7.0% | +6.0% | +0.9% |
| 3M | -33.3% | +11.6% | -44.9% | -36.6% |
| 6M | +57.4% | -15.2% | +72.5% | +63.4% |
| YTD | +102.2% | -17.2% | +119.4% | +111.2% |
| 1Y | +99.6% | -24.8% | +124.4% | +115.4% |
| 3Y | +14.5% | -8.7% | +23.2% | +12.3% |
| 5Y | +21.4% | -28.9% | +50.3% | +26.8% |
| All | +661.5% | +154.5% | +507.0% | +409.9% |
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 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