+7,321.7%
STX vs DPZ
+5,341.2%
+1,980.5%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +1.0% | -0.5% |
| 7D | -28.5% | +6.6% | -35.0% | -30.2% |
| 30D | -42.9% | +10.3% | -53.2% | -45.1% |
| 3M | -45.9% | -6.2% | -39.7% | -45.4% |
| 6M | -41.3% | +4.2% | -45.5% | -44.0% |
| YTD | +67.9% | -18.4% | +86.3% | +73.0% |
| 1Y | +66.5% | -14.9% | +81.5% | +68.6% |
| 3Y | +588.0% | -4.6% | +592.6% | +552.7% |
| 5Y | +449.1% | -27.4% | +476.5% | +463.6% |
| 10Y | +1,982.8% | +125.9% | +1,856.9% | +1,190.0% |
| All | +7,321.7% | +5,341.2% | +1,980.5% | +829.5% |
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