+121.1%
DPZ vs SPG
+117.3%
+3.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.0% | -2.0% | -0.3% |
| 7D | +3.7% | +5.1% | -1.4% | +3.0% |
| 30D | +8.0% | +16.8% | -8.8% | +5.9% |
| 3M | -4.2% | +5.7% | -9.8% | -4.9% |
| 6M | +4.6% | +17.8% | -13.2% | +2.5% |
| YTD | -18.4% | +30.1% | -48.5% | -21.1% |
| 1Y | -16.8% | +32.8% | -49.6% | -19.7% |
| 3Y | -5.0% | +137.2% | -142.2% | -14.3% |
| 5Y | -27.8% | +81.5% | -109.3% | -34.0% |
| 10Y | +121.1% | +116.5% | +4.6% | +108.5% |
| All | +121.1% | +117.3% | +3.8% | +108.5% |
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