-8.4%
DPZ vs SPYG
+98.8%
-107.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +0.4% | -2.9% | -2.7% |
| 30D | -7.0% | -0.4% | -6.5% | -6.9% |
| 3M | +11.6% | +0.5% | +11.1% | +11.3% |
| 6M | -15.2% | +17.5% | -32.6% | -20.5% |
| YTD | -17.2% | +14.3% | -31.6% | -21.7% |
| 1Y | -24.8% | +21.7% | -46.6% | -31.0% |
| All | -8.4% | +98.8% | -107.2% | -35.4% |
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