+392.6%
STM vs DPZ
+123.5%
+269.1%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -2.2% | +6.6% | +5.0% |
| 7D | -10.7% | +6.6% | -17.3% | -12.5% |
| 30D | -25.7% | +10.3% | -36.0% | -28.1% |
| 3M | -21.6% | -6.2% | -15.4% | -20.7% |
| 6M | -27.8% | +4.2% | -32.0% | -30.4% |
| YTD | +61.8% | -18.4% | +80.2% | +68.7% |
| 1Y | +78.1% | -14.9% | +93.0% | +82.9% |
| 3Y | +4.9% | -4.6% | +9.5% | +0.8% |
| 5Y | -14.3% | -27.4% | +13.1% | -11.4% |
| All | +392.6% | +123.5% | +269.1% | +269.4% |
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