+111.5%
SYY vs DPZ
+145.4%
-33.9%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.1% |
| 7D | +1.5% | -8.6% | +10.1% | +3.1% |
| 30D | -2.3% | -11.2% | +8.9% | -0.3% |
| 3M | +5.5% | +1.4% | +4.1% | +4.8% |
| 6M | -1.0% | -19.9% | +18.9% | +2.6% |
| YTD | +14.1% | -23.0% | +37.1% | +18.9% |
| 1Y | +5.6% | -28.2% | +33.8% | +11.3% |
| 3Y | +27.9% | -14.2% | +42.1% | +29.0% |
| 5Y | +22.7% | -33.4% | +56.1% | +26.9% |
| All | +111.5% | +145.4% | -33.9% | +71.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling