+14,208.5%
STRL vs DPZ
+5,417.8%
+8,790.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | -1.7% | +7.5% | +6.3% |
| 7D | +3.4% | -2.5% | +5.9% | +4.1% |
| 30D | -9.2% | -7.0% | -2.3% | -7.7% |
| 3M | -51.0% | +11.6% | -62.6% | -53.6% |
| 6M | +15.8% | -15.2% | +30.9% | +18.7% |
| YTD | +58.9% | -17.2% | +76.1% | +63.7% |
| 1Y | +68.5% | -24.8% | +93.4% | +78.2% |
| 3Y | +485.2% | -8.7% | +493.9% | +471.4% |
| 5Y | +2,005.1% | -28.9% | +2,034.0% | +2,081.0% |
| 10Y | +7,118.0% | +153.6% | +6,964.3% | +4,243.7% |
| All | +14,208.5% | +5,417.8% | +8,790.8% | +2,687.8% |
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