-18.0%
DPZ vs ET
+25.1%
-43.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -3.5% | +1.8% | -5.3% | -3.3% |
| 30D | +5.7% | -3.0% | +8.7% | +5.5% |
| 3M | -7.5% | -4.7% | -2.8% | -7.6% |
| 6M | +6.2% | +2.7% | +3.5% | +5.5% |
| YTD | -19.8% | +26.5% | -46.3% | -22.5% |
| 1Y | -18.0% | +25.0% | -42.9% | -20.8% |
| All | -18.0% | +25.1% | -43.1% | -20.8% |
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