+320.6%
SYY vs DPZ
+5,417.8%
-5,097.1%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.4% | -1.0% |
| 7D | -2.3% | -2.5% | +0.2% | -1.8% |
| 30D | -4.9% | -7.0% | +2.0% | -3.7% |
| 3M | +8.4% | +11.6% | -3.2% | +5.9% |
| 6M | -7.4% | -15.2% | +7.8% | -5.0% |
| YTD | +11.0% | -17.2% | +28.2% | +14.2% |
| 1Y | -0.2% | -24.8% | +24.6% | +4.4% |
| 3Y | +23.8% | -8.7% | +32.4% | +23.5% |
| 5Y | +18.1% | -28.9% | +47.0% | +21.6% |
| 10Y | +94.6% | +153.6% | -59.0% | +52.6% |
| All | +320.6% | +5,417.8% | -5,097.1% | +83.4% |
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