+121.1%
DPZ vs DTE
+138.9%
-17.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.4% | -2.5% | -0.6% |
| 7D | +3.7% | +1.8% | +1.8% | +3.3% |
| 30D | +8.0% | +9.0% | -1.0% | +6.0% |
| 3M | -4.2% | -0.2% | -4.0% | -4.2% |
| 6M | +4.6% | +0.1% | +4.5% | +4.4% |
| YTD | -18.4% | +10.0% | -28.4% | -20.2% |
| 1Y | -16.8% | +4.7% | -21.4% | -17.7% |
| 3Y | -5.0% | +55.7% | -60.7% | -13.8% |
| 5Y | -27.8% | +45.1% | -72.9% | -33.7% |
| 10Y | +121.1% | +145.1% | -24.0% | +67.9% |
| All | +121.1% | +138.9% | -17.9% | +67.9% |
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