+828.4%
SPYM vs DPZ
+3,076.8%
-2,248.4%
-54.5%
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% | +0.6% |
| 30D | +0.1% | -7.0% | +7.0% | +1.4% |
| 3M | +2.0% | +11.6% | -9.6% | -0.6% |
| 6M | +13.1% | -15.2% | +28.2% | +16.0% |
| YTD | +13.6% | -17.2% | +30.9% | +17.1% |
| 1Y | +20.1% | -24.8% | +44.9% | +26.0% |
| 3Y | +77.6% | -8.7% | +86.2% | +76.8% |
| 5Y | +82.5% | -28.9% | +111.5% | +88.5% |
| 10Y | +317.6% | +153.6% | +164.0% | +223.2% |
| All | +828.4% | +3,076.8% | -2,248.4% | +285.2% |
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 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