+5,666.8%
DPZ vs SPYG
+1,146.4%
+4,520.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.8% | +6.0% | +4.6% |
| 7D | +9.5% | -7.0% | +16.5% | +15.4% |
| 30D | +12.8% | -12.1% | +24.9% | +23.8% |
| 3M | -6.2% | -9.0% | +2.7% | -0.1% |
| 6M | +4.3% | -2.0% | +6.3% | +3.7% |
| YTD | -16.6% | +4.6% | -21.2% | -21.7% |
| 1Y | -12.8% | +4.4% | -17.3% | -18.3% |
| 3Y | -0.8% | +88.7% | -89.5% | -44.8% |
| 5Y | -25.8% | +61.8% | -87.6% | -54.0% |
| 10Y | +130.9% | +390.7% | -259.8% | -55.1% |
| All | +5,666.8% | +1,146.4% | +4,520.4% | +339.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling