+5,542.7%
DPZ vs SPYG
+1,157.7%
+4,385.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.1% | -2.8% |
| 7D | +6.6% | -3.6% | +10.2% | +9.3% |
| 30D | +10.3% | -11.2% | +21.5% | +20.0% |
| 3M | -6.2% | -8.1% | +1.9% | -0.8% |
| 6M | +4.2% | -3.3% | +7.5% | +4.9% |
| YTD | -18.4% | +5.5% | -23.9% | -23.9% |
| 1Y | -14.9% | +7.0% | -21.9% | -21.8% |
| 3Y | -4.6% | +89.5% | -94.1% | -47.1% |
| 5Y | -27.4% | +63.3% | -90.7% | -55.3% |
| 10Y | +125.9% | +395.1% | -269.2% | -56.4% |
| All | +5,542.7% | +1,157.7% | +4,385.0% | +326.8% |
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