+132.0%
DPZ vs ET
+173.2%
-41.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.5% |
| 7D | -3.5% | +1.8% | -5.3% | -3.7% |
| 30D | +5.7% | -3.0% | +8.7% | +5.9% |
| 3M | -7.5% | -4.7% | -2.8% | -7.1% |
| 6M | +6.2% | +2.7% | +3.5% | +5.7% |
| YTD | -19.8% | +26.5% | -46.3% | -21.9% |
| 1Y | -18.0% | +25.0% | -42.9% | -20.0% |
| 3Y | -8.8% | +85.4% | -94.2% | -14.4% |
| 5Y | -30.2% | +215.5% | -245.7% | -37.3% |
| 10Y | +132.0% | +161.3% | -29.3% | +104.2% |
| All | +132.0% | +173.2% | -41.2% | +104.2% |
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