+818.1%
SPYM vs DPZ
+2,979.5%
-2,161.4%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.5% |
| 3M | -1.1% | -7.5% | +6.3% | +0.1% |
| 6M | +3.3% | +6.2% | -2.9% | +1.4% |
| YTD | +12.4% | -19.8% | +32.1% | +16.2% |
| 1Y | +12.5% | -18.0% | +30.5% | +15.8% |
| 3Y | +79.1% | -8.8% | +87.9% | +78.2% |
| 5Y | +75.7% | -30.2% | +105.9% | +81.8% |
| 10Y | +313.9% | +132.0% | +181.9% | +225.6% |
| All | +818.1% | +2,979.5% | -2,161.4% | +282.4% |
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