+815.1%
SPYM vs DPZ
+3,022.9%
-2,207.8%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.4% | -1.7% | -0.6% |
| 7D | +3.3% | -2.5% | +5.7% | +3.8% |
| 30D | -2.6% | +12.5% | -15.2% | -5.0% |
| 3M | -1.7% | -5.2% | +3.5% | -1.0% |
| 6M | +3.1% | +8.8% | -5.6% | +0.7% |
| YTD | +12.0% | -18.7% | +30.6% | +15.5% |
| 1Y | +12.1% | -15.7% | +27.8% | +14.7% |
| 3Y | +78.5% | -7.5% | +86.1% | +77.1% |
| 5Y | +73.8% | -30.1% | +103.9% | +79.9% |
| 10Y | +312.5% | +135.3% | +177.2% | +223.7% |
| All | +815.1% | +3,022.9% | -2,207.8% | +280.1% |
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