+5,622.1%
DPZ vs SPG
+988.2%
+4,633.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.4% |
| 7D | -2.5% | -2.4% | -0.2% | -1.8% |
| 30D | -7.0% | -6.8% | -0.1% | -5.0% |
| 3M | +11.6% | +2.7% | +8.9% | +10.7% |
| 6M | -15.2% | +5.5% | -20.6% | -16.6% |
| YTD | -17.2% | +15.7% | -33.0% | -21.1% |
| 1Y | -24.8% | +20.9% | -45.7% | -29.3% |
| 3Y | -8.7% | +112.4% | -121.1% | -28.3% |
| 5Y | -28.9% | +101.4% | -130.3% | -44.5% |
| 10Y | +153.6% | +60.6% | +93.0% | +87.1% |
| All | +5,622.1% | +988.2% | +4,633.9% | +1,761.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling