+322.9%
SPYM vs DPZ
+143.2%
+179.7%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.4% |
| 7D | -0.4% | -7.3% | +6.9% | +1.1% |
| 30D | -1.4% | -7.6% | +6.2% | +0.1% |
| 3M | +3.7% | +1.8% | +1.9% | +2.9% |
| 6M | +13.0% | -21.8% | +34.9% | +18.1% |
| YTD | +12.5% | -22.0% | +34.5% | +17.4% |
| 1Y | +18.6% | -28.6% | +47.2% | +26.0% |
| 3Y | +78.0% | -13.1% | +91.1% | +78.9% |
| 5Y | +82.3% | -33.2% | +115.5% | +89.7% |
| 10Y | +322.9% | +147.0% | +175.8% | +234.9% |
| All | +322.9% | +143.2% | +179.7% | +234.9% |
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 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