+422.5%
STM vs DPZ
+125.0%
+297.5%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | 0.0% | +6.8% | +6.8% |
| 7D | -5.6% | +3.7% | -9.2% | -6.7% |
| 30D | -14.4% | +8.0% | -22.5% | -16.6% |
| 3M | -20.5% | -4.2% | -16.3% | -20.1% |
| 6M | -24.5% | +4.6% | -29.1% | -27.2% |
| YTD | +72.7% | -18.4% | +91.1% | +80.1% |
| 1Y | +91.0% | -16.8% | +107.8% | +97.8% |
| 3Y | +13.5% | -5.0% | +18.5% | +9.2% |
| 5Y | -9.2% | -27.8% | +18.6% | -6.1% |
| 10Y | +422.5% | +121.1% | +301.5% | +293.4% |
| All | +422.5% | +125.0% | +297.5% | +293.4% |
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