+331.8%
SPGI vs DPZ
+123.5%
+208.4%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.4% |
| 7D | +0.3% | +6.6% | -6.3% | -1.3% |
| 30D | +18.4% | +10.3% | +8.1% | +15.5% |
| 3M | +15.7% | -6.2% | +21.9% | +17.3% |
| 6M | +17.3% | +4.2% | +13.0% | +15.7% |
| YTD | -4.7% | -18.4% | +13.7% | -0.7% |
| 1Y | +1.8% | -14.9% | +16.7% | +5.1% |
| 3Y | +31.7% | -4.6% | +36.3% | +30.1% |
| 5Y | +12.1% | -27.4% | +39.5% | +15.7% |
| All | +331.8% | +123.5% | +208.4% | +252.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling