-14.5%
DPZ vs SPYG
+10.8%
-25.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.3% | +4.2% | +5.6% |
| 7D | +10.1% | -2.8% | +12.9% | +9.6% |
| 30D | +14.6% | -6.2% | +20.8% | +13.7% |
| 3M | -6.8% | -3.6% | -3.2% | -7.2% |
| 6M | +4.4% | +4.8% | -0.4% | +4.0% |
| YTD | -16.8% | +11.0% | -27.8% | -18.9% |
| 1Y | -14.5% | +11.2% | -25.7% | -16.4% |
| All | -14.5% | +10.8% | -25.3% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 1y: compounded portfolio wealth divided by compounded SPYG 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…
1y analysis · Full analysis span regression · 6 months rolling