+932.5%
SPY vs DPZ
+5,417.8%
-4,485.2%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | 0.0% |
| 7D | +0.1% | -2.5% | +2.7% | +0.7% |
| 30D | +0.1% | -7.0% | +7.0% | +1.7% |
| 3M | +2.0% | +11.6% | -9.6% | -1.2% |
| 6M | +13.0% | -15.2% | +28.2% | +16.6% |
| YTD | +13.5% | -17.2% | +30.8% | +17.7% |
| 1Y | +20.0% | -24.8% | +44.8% | +27.0% |
| 3Y | +77.2% | -8.7% | +85.9% | +76.0% |
| 5Y | +81.9% | -28.9% | +110.8% | +88.9% |
| 10Y | +314.1% | +153.6% | +160.4% | +196.5% |
| All | +932.5% | +5,417.8% | -4,485.2% | +205.3% |
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