+98.3%
STM vs DPZ
-13.7%
+112.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -2.0% | +1.5% |
| 7D | +12.0% | +2.2% | +9.8% | +12.9% |
| 30D | -0.4% | +15.5% | -15.9% | +4.6% |
| 3M | -13.2% | -2.0% | -11.2% | -12.8% |
| 6M | -26.1% | +12.1% | -38.2% | -23.0% |
| YTD | +81.2% | -16.6% | +97.8% | +101.1% |
| 1Y | +98.3% | -14.6% | +112.9% | +116.1% |
| All | +98.3% | -13.7% | +112.0% | +116.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling