-4.5%
STM vs DPZ
-28.4%
+24.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.9% | +3.6% |
| 7D | +1.4% | -3.5% | +5.0% | +2.3% |
| 30D | -8.4% | +5.7% | -14.1% | -10.0% |
| 3M | -15.8% | -7.5% | -8.3% | -14.5% |
| 6M | -22.8% | +6.2% | -29.0% | -26.1% |
| YTD | +79.4% | -19.8% | +99.1% | +90.3% |
| 1Y | +97.0% | -18.0% | +114.9% | +106.9% |
| 3Y | +14.2% | -8.8% | +23.0% | +9.1% |
| 5Y | -4.5% | -30.2% | +25.7% | -3.3% |
| All | -4.5% | -28.4% | +24.0% | -3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling