-27.5%
DPZ vs SPYG
+63.1%
-90.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.5% |
| 7D | +6.6% | -3.6% | +10.2% | +8.1% |
| 30D | +10.3% | -11.2% | +21.5% | +15.8% |
| 3M | -6.2% | -8.1% | +1.9% | -3.0% |
| 6M | +4.2% | -3.3% | +7.5% | +4.6% |
| YTD | -18.4% | +5.5% | -23.9% | -22.0% |
| 1Y | -14.9% | +7.0% | -21.9% | -19.4% |
| 3Y | -4.6% | +89.5% | -94.1% | -36.8% |
| All | -27.5% | +63.1% | -90.6% | -47.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling