+251.0%
SPOT vs DPZ
+53.0%
+198.0%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | +0.4% |
| 7D | -6.5% | -7.3% | +0.8% | -3.9% |
| 30D | +2.2% | -7.6% | +9.8% | +5.1% |
| 3M | +5.4% | +1.8% | +3.6% | +4.3% |
| 6M | -4.0% | -21.8% | +17.8% | +4.2% |
| YTD | -9.9% | -22.0% | +12.1% | -2.5% |
| 1Y | -27.3% | -28.6% | +1.3% | -18.9% |
| 3Y | +236.4% | -13.1% | +249.5% | +240.1% |
| 5Y | +112.6% | -33.2% | +145.8% | +130.8% |
| All | +251.0% | +53.0% | +198.0% | +205.1% |
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