-8.4%
DPZ vs SPYG
+92.3%
-100.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -1.0% |
| 7D | +2.2% | -1.9% | +4.1% | +2.6% |
| 30D | +6.7% | -9.2% | +15.8% | +9.2% |
| 3M | -4.5% | -6.8% | +2.3% | -3.0% |
| 6M | +3.3% | -2.6% | +5.9% | +3.3% |
| YTD | -19.4% | +7.5% | -26.9% | -22.5% |
| 1Y | -17.3% | +6.7% | -23.9% | -20.2% |
| 3Y | -8.4% | +90.1% | -98.5% | -32.4% |
| All | -8.4% | +92.3% | -100.7% | -32.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling