-14.9%
DPZ vs SPG
+31.7%
-46.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.8% | -3.0% | -2.5% |
| 7D | +6.6% | +4.9% | +1.7% | +4.4% |
| 30D | +10.3% | +15.6% | -5.3% | +4.2% |
| 3M | -6.2% | +4.1% | -10.2% | -8.2% |
| 6M | +4.2% | +13.6% | -9.3% | +0.8% |
| YTD | -18.4% | +27.5% | -45.9% | -24.1% |
| 1Y | -14.9% | +32.2% | -47.2% | -23.3% |
| All | -14.9% | +31.7% | -46.6% | -23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling