+121.1%
DPZ vs SPYG
+401.0%
-279.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.3% |
| 7D | +3.7% | 0.0% | +3.7% | +3.5% |
| 30D | +8.0% | -8.4% | +16.4% | +12.3% |
| 3M | -4.2% | -6.2% | +2.1% | -1.7% |
| 6M | +4.6% | -1.8% | +6.4% | +4.3% |
| YTD | -18.4% | +8.4% | -26.8% | -22.9% |
| 1Y | -16.8% | +10.1% | -26.8% | -22.1% |
| 3Y | -5.0% | +94.9% | -100.0% | -36.1% |
| 5Y | -27.8% | +68.5% | -96.3% | -48.1% |
| 10Y | +121.1% | +392.2% | -271.2% | -24.1% |
| All | +121.1% | +401.0% | -279.9% | -24.1% |
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