-25.8%
DPZ vs SPG
+75.4%
-101.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +8.5% |
| 3M | -6.2% | +1.9% | -8.1% | -6.8% |
| 6M | +4.3% | +14.4% | -10.2% | -0.2% |
| YTD | -16.6% | +26.5% | -43.1% | -23.0% |
| 1Y | -12.8% | +30.7% | -43.5% | -20.3% |
| 3Y | -0.8% | +122.6% | -123.4% | -24.9% |
| 5Y | -25.8% | +73.3% | -99.1% | -40.5% |
| All | -25.8% | +75.4% | -101.3% | -40.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling