+124.0%
DPZ vs ET
+209.4%
-85.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +6.6% | -7.9% | +14.4% | +7.4% |
| 30D | +10.3% | -5.9% | +16.2% | +10.9% |
| 3M | -6.2% | -5.2% | -0.9% | -5.8% |
| 6M | +4.2% | +0.3% | +4.0% | +4.0% |
| YTD | -18.4% | +23.1% | -41.5% | -20.3% |
| 1Y | -14.9% | +22.7% | -37.7% | -16.9% |
| 3Y | -4.6% | +75.4% | -80.0% | -9.9% |
| 5Y | -27.4% | +202.6% | -230.0% | -34.4% |
| All | +124.0% | +209.4% | -85.4% | +94.9% |
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