+937.9%
STRL vs DPZ
-28.5%
+966.5%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.5% | -5.6% | -3.2% |
| 7D | +15.7% | +2.2% | +13.4% | +15.5% |
| 30D | -35.5% | +15.5% | -51.0% | -36.5% |
| 3M | -47.1% | -2.0% | -45.1% | -47.0% |
| 6M | -65.8% | +12.1% | -77.9% | -66.9% |
| YTD | -4.5% | -16.6% | +12.1% | -0.7% |
| 1Y | -10.5% | -14.6% | +4.1% | -7.8% |
| 3Y | +340.6% | -4.1% | +344.8% | +331.9% |
| All | +937.9% | -28.5% | +966.5% | +1,037.1% |
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