+532.6%
SYK vs DPZ
+5,100.4%
-4,567.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.2% | +3.8% | +0.5% |
| 7D | -11.8% | -7.3% | -4.5% | -10.4% |
| 30D | -20.4% | -7.6% | -12.8% | -19.1% |
| 3M | -12.1% | +1.8% | -13.9% | -12.4% |
| 6M | -24.3% | -21.8% | -2.5% | -20.8% |
| YTD | -21.2% | -22.0% | +0.8% | -17.6% |
| 1Y | -29.2% | -28.6% | -0.6% | -24.7% |
| 3Y | -2.1% | -13.1% | +11.0% | -1.0% |
| 5Y | +4.7% | -33.2% | +38.0% | +9.8% |
| 10Y | +178.2% | +147.0% | +31.2% | +117.4% |
| All | +532.6% | +5,100.4% | -4,567.7% | +174.3% |
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