+17.3%
SPGI vs DPZ
+6.8%
+10.5%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.4% | -2.8% | -2.0% |
| 7D | -0.8% | -2.5% | +1.6% | +0.3% |
| 30D | +14.3% | +12.5% | +1.7% | +8.3% |
| 3M | +14.5% | -5.2% | +19.7% | +17.0% |
| 6M | +17.3% | +8.8% | +8.5% | +8.4% |
| All | +17.3% | +6.8% | +10.5% | +8.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling