+145.0%
DPZ vs SPYG
+393.2%
-248.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.9% | +3.5% | +3.0% |
| 7D | +2.2% | +2.3% | -0.1% | +1.1% |
| 30D | +15.5% | -6.5% | +21.9% | +18.8% |
| 3M | -2.0% | -6.8% | +4.8% | +0.9% |
| 6M | +12.1% | -3.1% | +15.3% | +12.6% |
| YTD | -16.6% | +8.0% | -24.6% | -21.1% |
| 1Y | -14.6% | +10.2% | -24.8% | -20.1% |
| 3Y | -4.1% | +91.0% | -95.1% | -34.7% |
| 5Y | -28.3% | +67.7% | -96.1% | -48.3% |
| All | +145.0% | +393.2% | -248.1% | -9.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling