+75.7%
SPYM vs DPZ
-28.4%
+104.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | -0.9% | -3.5% | +2.6% | -0.2% |
| 30D | -2.4% | +5.7% | -8.1% | -3.6% |
| 3M | -1.1% | -7.5% | +6.3% | +0.3% |
| 6M | +3.3% | +6.2% | -2.9% | +1.2% |
| YTD | +12.4% | -19.8% | +32.1% | +17.2% |
| 1Y | +12.5% | -18.0% | +30.5% | +16.6% |
| 3Y | +79.1% | -8.8% | +87.9% | +76.3% |
| 5Y | +75.7% | -30.2% | +105.9% | +82.2% |
| All | +75.7% | -28.4% | +104.1% | +82.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling