+3,667.8%
STRL vs DPZ
+123.5%
+3,544.3%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +3.7% |
| 7D | -26.9% | +6.6% | -33.5% | -27.6% |
| 30D | -52.7% | +10.3% | -63.0% | -53.4% |
| 3M | -52.8% | -6.2% | -46.7% | -52.6% |
| 6M | -71.5% | +4.2% | -75.7% | -72.1% |
| YTD | -17.4% | -18.4% | +1.0% | -15.5% |
| 1Y | -35.0% | -14.9% | -20.0% | -34.1% |
| 3Y | +239.2% | -4.6% | +243.8% | +234.0% |
| 5Y | +830.2% | -27.4% | +857.6% | +844.5% |
| All | +3,667.8% | +123.5% | +3,544.3% | +3,178.6% |
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