+514.3%
SPMO vs DPZ
+145.4%
+368.9%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.3% | -0.5% | -1.6% |
| 7D | +0.1% | -8.6% | +8.6% | +1.8% |
| 30D | -0.7% | -11.2% | +10.5% | +1.5% |
| 3M | +2.8% | +1.4% | +1.4% | +1.8% |
| 6M | +24.4% | -19.9% | +44.3% | +29.3% |
| YTD | +24.2% | -23.0% | +47.2% | +30.0% |
| 1Y | +24.5% | -28.2% | +52.7% | +32.2% |
| 3Y | +155.6% | -14.2% | +169.8% | +156.6% |
| 5Y | +148.2% | -33.4% | +181.6% | +159.6% |
| All | +514.3% | +145.4% | +368.9% | +421.9% |
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