+113.3%
SPOT vs DPZ
-29.5%
+142.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.4% | -3.2% | -2.3% |
| 7D | -2.6% | -2.5% | -0.1% | -1.6% |
| 30D | +13.5% | +12.5% | +0.9% | +8.0% |
| 3M | +22.2% | -5.2% | +27.5% | +24.8% |
| 6M | +38.3% | +8.8% | +29.5% | +32.5% |
| YTD | +3.1% | -18.7% | +21.7% | +11.0% |
| 1Y | -7.6% | -15.7% | +8.1% | -2.5% |
| 3Y | +250.0% | -7.5% | +257.6% | +236.7% |
| 5Y | +113.3% | -30.1% | +143.4% | +126.9% |
| All | +113.3% | -29.5% | +142.8% | +126.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling