-27.8%
DPZ vs SPXU
-83.1%
+55.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -7.0% | +7.0% | -1.5% |
| 7D | +3.7% | -1.5% | +5.1% | +3.6% |
| 30D | +8.0% | +9.7% | -1.6% | +10.5% |
| 3M | -4.2% | +8.4% | -12.6% | -2.1% |
| 6M | +4.6% | -5.7% | +10.3% | +3.9% |
| YTD | -18.4% | -25.4% | +7.0% | -22.7% |
| 1Y | -16.8% | -28.9% | +12.1% | -21.9% |
| 3Y | -5.0% | -81.2% | +76.1% | -31.8% |
| 5Y | -27.8% | -83.3% | +55.5% | -43.1% |
| All | -27.8% | -83.1% | +55.3% | -43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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