+155.0%
DPZ vs SPY
+313.4%
-158.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.5% |
| 7D | -2.5% | +0.1% | -2.7% | -2.6% |
| 30D | -7.0% | +0.1% | -7.0% | -7.0% |
| 3M | +11.6% | +2.0% | +9.6% | +10.1% |
| 6M | -15.2% | +13.0% | -28.2% | -21.3% |
| YTD | -17.2% | +13.5% | -30.8% | -23.5% |
| 1Y | -24.8% | +20.0% | -44.8% | -32.8% |
| 3Y | -8.7% | +77.2% | -85.9% | -35.4% |
| 5Y | -28.9% | +81.9% | -110.8% | -50.8% |
| All | +155.0% | +313.4% | -158.4% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 10y: compounded portfolio wealth divided by compounded SPY 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…
10y analysis · Full analysis span regression · 6 months rolling