+155.0%
DPZ vs SPG
+60.3%
+94.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -2.5% | -2.4% | -0.2% | -2.2% |
| 30D | -7.0% | -6.8% | -0.1% | -6.1% |
| 3M | +11.6% | +2.7% | +8.9% | +11.3% |
| 6M | -15.2% | +5.5% | -20.6% | -15.7% |
| YTD | -17.2% | +15.7% | -33.0% | -18.8% |
| 1Y | -24.8% | +20.9% | -45.7% | -26.6% |
| 3Y | -8.7% | +112.4% | -121.1% | -16.4% |
| 5Y | -28.9% | +101.4% | -130.3% | -35.1% |
| All | +155.0% | +60.3% | +94.7% | +161.8% |
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