-2.5%
DPZ vs SPG
+122.7%
-125.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.6% |
| 7D | +9.5% | +5.0% | +4.5% | +7.7% |
| 30D | +12.8% | +12.3% | +0.5% | +8.4% |
| 3M | -6.2% | +1.9% | -8.1% | -6.9% |
| 6M | +4.3% | +14.4% | -10.2% | -0.1% |
| YTD | -16.6% | +26.5% | -43.1% | -22.9% |
| 1Y | -12.8% | +30.7% | -43.5% | -20.3% |
| All | -2.5% | +122.7% | -125.2% | -26.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling