+5,622.1%
DPZ vs SPYG
+1,262.8%
+4,359.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -2.5% | +0.4% | -2.9% | -2.8% |
| 30D | -7.0% | -0.4% | -6.5% | -6.8% |
| 3M | +11.6% | +0.5% | +11.1% | +10.0% |
| 6M | -15.2% | +17.5% | -32.6% | -26.5% |
| YTD | -17.2% | +14.3% | -31.6% | -26.9% |
| 1Y | -24.8% | +21.7% | -46.6% | -37.3% |
| 3Y | -8.7% | +98.6% | -107.3% | -50.6% |
| 5Y | -28.9% | +85.1% | -114.0% | -60.2% |
| 10Y | +153.6% | +412.0% | -258.4% | -51.3% |
| All | +5,622.1% | +1,262.8% | +4,359.3% | +310.0% |
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