+5,650.9%
DPZ vs SPG
+1,100.0%
+4,550.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +2.9% | +2.6% | +4.6% |
| 7D | +10.1% | +8.2% | +1.9% | +7.5% |
| 30D | +14.6% | +13.5% | +1.2% | +10.4% |
| 3M | -6.8% | +2.2% | -9.0% | -7.3% |
| 6M | +4.4% | +15.9% | -11.5% | -0.2% |
| YTD | -16.8% | +27.6% | -44.4% | -22.9% |
| 1Y | -14.5% | +30.9% | -45.4% | -21.3% |
| 3Y | -1.1% | +124.5% | -125.6% | -23.6% |
| 5Y | -28.0% | +79.9% | -107.8% | -41.6% |
| 10Y | +130.2% | +112.9% | +17.3% | +52.8% |
| All | +5,650.9% | +1,100.0% | +4,550.9% | +1,717.3% |
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