+1,833.2%
SPGI vs DPZ
+5,341.2%
-3,507.9%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.3% |
| 7D | +0.3% | +6.6% | -6.3% | -1.6% |
| 30D | +18.4% | +10.3% | +8.1% | +14.9% |
| 3M | +15.7% | -6.2% | +21.9% | +17.7% |
| 6M | +17.3% | +4.2% | +13.0% | +15.4% |
| YTD | -4.7% | -18.4% | +13.7% | +0.4% |
| 1Y | +1.8% | -14.9% | +16.7% | +5.9% |
| 3Y | +31.7% | -4.6% | +36.3% | +29.6% |
| 5Y | +12.1% | -27.4% | +39.5% | +17.6% |
| 10Y | +341.9% | +125.9% | +216.0% | +204.3% |
| All | +1,833.2% | +5,341.2% | -3,507.9% | +340.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling