+5,622.1%
DPZ vs DTE
+845.6%
+4,776.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -2.5% | +0.2% | -2.7% | -2.6% |
| 30D | -7.0% | -2.6% | -4.4% | -6.0% |
| 3M | +11.6% | -3.9% | +15.5% | +13.3% |
| 6M | -15.2% | -7.9% | -7.3% | -12.5% |
| YTD | -17.2% | +7.2% | -24.4% | -20.0% |
| 1Y | -24.8% | +3.1% | -27.9% | -26.2% |
| 3Y | -8.7% | +47.6% | -56.2% | -23.9% |
| 5Y | -28.9% | +32.7% | -61.6% | -38.9% |
| 10Y | +153.6% | +138.8% | +14.9% | +46.4% |
| All | +5,622.1% | +845.6% | +4,776.6% | +1,237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling