-25.4%
DPZ vs ET
+32.6%
-58.0%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| 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% | -7.2% |
| 3M | +11.6% | +11.4% | +0.2% | +10.9% |
| 6M | -15.2% | +18.5% | -33.7% | -15.7% |
| YTD | -17.2% | +37.4% | -54.6% | -19.0% |
| All | -25.4% | +32.6% | -58.0% | -26.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling