+3,667.9%
STRL vs DPZ
+140.2%
+3,527.7%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.3% |
| 7D | +15.7% | +2.2% | +13.4% | +15.4% |
| 30D | -35.5% | +15.5% | -51.0% | -36.8% |
| 3M | -47.1% | -2.0% | -45.1% | -47.2% |
| 6M | -65.8% | +12.1% | -77.9% | -66.9% |
| YTD | -4.5% | -16.6% | +12.1% | -2.5% |
| 1Y | -10.5% | -14.6% | +4.1% | -9.1% |
| 3Y | +340.6% | -4.1% | +344.8% | +334.0% |
| 5Y | +911.0% | -28.3% | +939.3% | +929.7% |
| All | +3,667.9% | +140.2% | +3,527.7% | +2,965.9% |
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 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