-4.6%
DPZ vs SPY
+75.1%
-79.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.3% | -2.5% | -2.3% |
| 7D | +6.6% | -2.7% | +9.3% | +7.9% |
| 30D | +10.3% | -5.4% | +15.7% | +13.1% |
| 3M | -6.2% | -4.1% | -2.1% | -4.4% |
| 6M | +4.2% | +0.7% | +3.5% | +3.2% |
| YTD | -18.4% | +8.7% | -27.1% | -22.9% |
| 1Y | -14.9% | +10.9% | -25.8% | -20.6% |
| 3Y | -4.6% | +75.0% | -79.6% | -35.1% |
| All | -4.6% | +75.1% | -79.7% | -35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling