+121.1%
DPZ vs ET
+169.5%
-48.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +3.7% | -4.4% | +8.1% | +4.1% |
| 30D | +8.0% | -4.8% | +12.8% | +8.5% |
| 3M | -4.2% | -3.4% | -0.7% | -4.0% |
| 6M | +4.6% | +2.2% | +2.4% | +4.2% |
| YTD | -18.4% | +24.2% | -42.6% | -20.4% |
| 1Y | -16.8% | +24.5% | -41.3% | -18.8% |
| 3Y | -5.0% | +83.6% | -88.6% | -10.8% |
| 5Y | -27.8% | +203.4% | -231.2% | -34.9% |
| 10Y | +121.1% | +166.5% | -45.5% | +94.4% |
| All | +121.1% | +169.5% | -48.4% | +94.4% |
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