+8,676.5%
STX vs DPZ
+5,324.1%
+3,352.4%
-88.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.4% | -2.6% | -1.6% |
| 7D | +16.8% | -2.5% | +19.3% | +17.8% |
| 30D | -27.0% | +12.5% | -39.6% | -30.2% |
| 3M | -37.9% | -5.2% | -32.7% | -37.6% |
| 6M | -32.5% | +8.8% | -41.3% | -36.5% |
| YTD | +98.6% | -18.7% | +117.3% | +104.7% |
| 1Y | +93.6% | -15.7% | +109.3% | +96.5% |
| 3Y | +699.1% | -7.5% | +706.6% | +666.5% |
| 5Y | +481.0% | -30.1% | +511.1% | +504.1% |
| 10Y | +2,082.0% | +135.3% | +1,946.7% | +1,231.7% |
| All | +8,676.5% | +5,324.1% | +3,352.4% | +1,000.0% |
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