+219.4%
STM vs DPZ
+5,460.8%
-5,241.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.4% | +0.3% | -12.7% | -12.5% |
| 7D | -20.1% | +9.5% | -29.6% | -22.6% |
| 30D | -32.0% | +12.8% | -44.8% | -34.9% |
| 3M | -24.2% | -6.2% | -17.9% | -23.3% |
| 6M | -29.9% | +4.3% | -34.2% | -32.8% |
| YTD | +54.9% | -16.6% | +71.5% | +59.7% |
| 1Y | +68.0% | -12.8% | +80.8% | +70.5% |
| 3Y | -0.1% | -0.8% | +0.7% | -5.4% |
| 5Y | -17.9% | -25.8% | +7.9% | -15.0% |
| 10Y | +392.2% | +130.9% | +261.4% | +224.1% |
| All | +219.4% | +5,460.8% | -5,241.4% | -37.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling