+7,335.9%
STRL vs DPZ
+5,341.2%
+1,994.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -2.2% | +5.6% | +4.1% |
| 7D | -26.9% | +6.6% | -33.5% | -28.7% |
| 30D | -52.7% | +10.3% | -63.0% | -54.4% |
| 3M | -52.8% | -6.2% | -46.7% | -52.6% |
| 6M | -71.5% | +4.2% | -75.7% | -72.8% |
| YTD | -17.4% | -18.4% | +1.0% | -15.5% |
| 1Y | -35.0% | -14.9% | -20.0% | -34.5% |
| 3Y | +239.2% | -4.6% | +243.8% | +223.7% |
| 5Y | +830.2% | -27.4% | +857.6% | +847.8% |
| 10Y | +3,574.7% | +125.9% | +3,448.8% | +2,185.9% |
| All | +7,335.9% | +5,341.2% | +1,994.7% | +1,339.5% |
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