+444.1%
STM vs DPZ
+116.9%
+327.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.7% |
| 7D | -7.9% | +2.2% | -10.1% | -8.6% |
| 30D | -14.1% | +6.7% | -20.8% | -16.0% |
| 3M | -17.6% | -4.5% | -13.1% | -17.2% |
| 6M | -24.2% | +3.3% | -27.5% | -26.7% |
| YTD | +73.3% | -19.4% | +92.7% | +81.4% |
| 1Y | +90.1% | -17.3% | +107.4% | +97.0% |
| 3Y | +10.3% | -8.4% | +18.7% | +7.5% |
| 5Y | -5.7% | -28.2% | +22.5% | -2.4% |
| 10Y | +444.1% | +130.9% | +313.2% | +327.1% |
| All | +444.1% | +116.9% | +327.2% | +327.1% |
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