+130.9%
DPZ vs ET
+166.6%
-35.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.8% | -3.0% | -1.4% |
| 7D | +2.2% | -1.9% | +4.0% | +2.3% |
| 30D | +6.7% | -3.1% | +9.8% | +6.9% |
| 3M | -4.5% | -3.9% | -0.6% | -4.3% |
| 6M | +3.3% | +4.0% | -0.7% | +2.7% |
| YTD | -19.4% | +26.4% | -45.8% | -21.5% |
| 1Y | -17.3% | +24.9% | -42.2% | -19.3% |
| 3Y | -8.4% | +85.2% | -93.6% | -14.0% |
| 5Y | -28.2% | +218.3% | -246.5% | -35.5% |
| 10Y | +130.9% | +172.0% | -41.1% | +103.5% |
| All | +130.9% | +166.6% | -35.7% | +103.5% |
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