+7,161.0%
STRL vs DPZ
+153.4%
+7,007.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.0% |
| 7D | +3.4% | -2.5% | +5.9% | +3.7% |
| 30D | -9.2% | -7.0% | -2.3% | -8.5% |
| 3M | -51.0% | +11.6% | -62.6% | -52.4% |
| 6M | +15.8% | -15.2% | +30.9% | +18.3% |
| YTD | +58.9% | -17.2% | +76.1% | +62.9% |
| 1Y | +68.5% | -24.8% | +93.4% | +75.9% |
| 3Y | +485.2% | -8.7% | +493.9% | +482.4% |
| 5Y | +2,005.1% | -28.9% | +2,034.0% | +2,051.3% |
| All | +7,161.0% | +153.4% | +7,007.6% | +5,720.9% |
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