+5,780.2%
DPZ vs SPXU
-100.0%
+5,880.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.0% | -1.4% |
| 7D | -2.5% | -0.1% | -2.4% | -2.5% |
| 30D | -7.0% | +0.8% | -7.8% | -6.7% |
| 3M | +11.6% | -4.7% | +16.3% | +10.7% |
| 6M | -15.2% | -29.6% | +14.4% | -21.4% |
| YTD | -17.2% | -29.9% | +12.6% | -23.2% |
| 1Y | -24.8% | -39.1% | +14.2% | -32.4% |
| 3Y | -8.7% | -80.0% | +71.3% | -33.0% |
| 5Y | -28.9% | -86.0% | +57.1% | -46.9% |
| 10Y | +153.6% | -99.5% | +253.2% | -6.0% |
| All | +5,780.2% | -100.0% | +5,880.2% | +708.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling