+311.5%
SPY vs DPZ
+150.4%
+161.1%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.2% |
| 7D | +0.5% | -1.5% | +2.0% | +0.8% |
| 30D | -0.9% | -4.4% | +3.5% | -0.2% |
| 3M | +3.9% | +7.6% | -3.8% | +1.9% |
| 6M | +14.5% | -16.9% | +31.5% | +18.2% |
| YTD | +12.9% | -18.6% | +31.5% | +16.9% |
| 1Y | +19.4% | -26.7% | +46.0% | +26.2% |
| 3Y | +78.5% | -9.3% | +87.8% | +77.9% |
| 5Y | +81.8% | -31.0% | +112.8% | +87.9% |
| 10Y | +311.5% | +152.4% | +159.2% | +222.4% |
| All | +311.5% | +150.4% | +161.1% | +222.4% |
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