+79.7%
SPY vs DPZ
-7.0%
+86.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.1% |
| 7D | +0.1% | -2.5% | +2.7% | +0.5% |
| 30D | +0.1% | -7.0% | +7.0% | +1.1% |
| 3M | +2.0% | +11.6% | -9.6% | -0.2% |
| 6M | +13.0% | -15.2% | +28.2% | +16.2% |
| YTD | +13.5% | -17.2% | +30.8% | +17.2% |
| 1Y | +20.0% | -24.8% | +44.8% | +26.3% |
| All | +79.7% | -7.0% | +86.7% | +79.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling