+130.9%
DPZ vs DTE
+146.7%
-15.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.5% | -1.7% | -1.3% |
| 7D | +2.2% | +3.5% | -1.4% | +1.4% |
| 30D | +6.7% | +9.5% | -2.8% | +4.6% |
| 3M | -4.5% | +2.5% | -7.1% | -5.1% |
| 6M | +3.3% | +0.6% | +2.7% | +3.0% |
| YTD | -19.4% | +10.5% | -29.9% | -21.2% |
| 1Y | -17.3% | +3.3% | -20.6% | -18.0% |
| 3Y | -8.4% | +56.3% | -64.7% | -16.9% |
| 5Y | -28.2% | +44.9% | -73.2% | -34.1% |
| 10Y | +130.9% | +149.2% | -18.3% | +80.3% |
| All | +130.9% | +146.7% | -15.8% | +80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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