+128.9%
DPZ vs SPG
+108.0%
+20.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.4% |
| 7D | +9.5% | +5.0% | +4.5% | +8.8% |
| 30D | +12.8% | +12.3% | +0.5% | +11.2% |
| 3M | -6.2% | +1.9% | -8.1% | -6.5% |
| 6M | +4.3% | +14.4% | -10.2% | +2.5% |
| YTD | -16.6% | +26.5% | -43.1% | -19.0% |
| 1Y | -12.8% | +30.7% | -43.5% | -15.7% |
| 3Y | -0.8% | +122.6% | -123.4% | -9.8% |
| 5Y | -25.8% | +73.3% | -99.1% | -31.9% |
| All | +128.9% | +108.0% | +20.9% | +115.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 10y: compounded portfolio wealth divided by compounded SPG 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…
10y analysis · Full analysis span regression · 6 months rolling