+264.0%
SPOT vs DPZ
+62.4%
+201.7%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.7% | -1.4% | -2.5% |
| 7D | -0.9% | -2.5% | +1.6% | 0.0% |
| 30D | +12.5% | -7.0% | +19.4% | +15.4% |
| 3M | +9.9% | +11.6% | -1.7% | +5.2% |
| 6M | +1.6% | -15.2% | +16.7% | +7.0% |
| YTD | -6.6% | -17.2% | +10.7% | -1.0% |
| 1Y | -22.9% | -24.8% | +1.9% | -15.6% |
| 3Y | +244.3% | -8.7% | +252.9% | +242.0% |
| 5Y | +117.8% | -28.9% | +146.7% | +131.3% |
| All | +264.0% | +62.4% | +201.7% | +209.7% |
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