+124.0%
DPZ vs SPG
+109.7%
+14.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.3% |
| 7D | +6.6% | +4.9% | +1.7% | +5.9% |
| 30D | +10.3% | +15.6% | -5.3% | +8.3% |
| 3M | -6.2% | +4.1% | -10.2% | -6.6% |
| 6M | +4.2% | +13.6% | -9.3% | +2.6% |
| YTD | -18.4% | +27.5% | -45.9% | -20.9% |
| 1Y | -14.9% | +32.2% | -47.2% | -17.9% |
| 3Y | -4.6% | +126.0% | -130.6% | -13.4% |
| 5Y | -27.4% | +74.7% | -102.1% | -33.4% |
| All | +124.0% | +109.7% | +14.3% | +111.1% |
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