+154.5%
DPZ vs ET
+171.6%
-17.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.3% | -2.0% | -1.7% |
| 7D | -2.5% | +0.9% | -3.4% | -2.6% |
| 30D | -7.0% | +7.5% | -14.4% | -7.7% |
| 3M | +11.6% | +11.4% | +0.2% | +10.3% |
| 6M | -15.2% | +18.5% | -33.7% | -16.7% |
| YTD | -17.2% | +37.4% | -54.6% | -20.0% |
| 1Y | -24.8% | +30.9% | -55.8% | -27.0% |
| 3Y | -8.7% | +98.7% | -107.4% | -14.9% |
| 5Y | -28.9% | +230.7% | -259.6% | -36.6% |
| All | +154.5% | +171.6% | -17.1% | +125.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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