+460.5%
SPMO vs DPZ
+140.2%
+320.3%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.5% | -4.1% | -2.1% |
| 7D | +6.3% | +2.2% | +4.1% | +5.9% |
| 30D | -8.9% | +15.5% | -24.4% | -11.5% |
| 3M | -13.2% | -2.0% | -11.2% | -13.2% |
| 6M | -9.3% | +12.1% | -21.4% | -12.3% |
| YTD | +11.6% | -16.6% | +28.1% | +14.7% |
| 1Y | +13.4% | -14.6% | +28.0% | +15.8% |
| 3Y | +122.9% | -4.1% | +127.0% | +118.4% |
| 5Y | +113.9% | -28.3% | +142.2% | +120.5% |
| All | +460.5% | +140.2% | +320.3% | +359.3% |
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