+5,542.7%
DPZ vs DTE
+847.2%
+4,695.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.3% | -2.2% |
| 7D | +6.6% | -0.3% | +6.9% | +6.7% |
| 30D | +10.3% | +6.2% | +4.1% | +7.6% |
| 3M | -6.2% | -2.6% | -3.6% | -5.2% |
| 6M | +4.2% | -3.5% | +7.8% | +5.5% |
| YTD | -18.4% | +7.4% | -25.8% | -21.1% |
| 1Y | -14.9% | +4.2% | -19.1% | -16.8% |
| 3Y | -4.6% | +51.7% | -56.4% | -21.3% |
| 5Y | -27.4% | +39.7% | -67.1% | -38.9% |
| 10Y | +125.9% | +137.5% | -11.5% | +31.1% |
| All | +5,542.7% | +847.2% | +4,695.5% | +1,218.2% |
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