-14.6%
DPZ vs ET
+25.8%
-40.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.7% | +2.5% |
| 7D | +2.2% | +2.5% | -0.3% | +2.6% |
| 30D | +15.5% | -2.5% | +17.9% | +15.2% |
| 3M | -2.0% | -4.9% | +2.8% | -2.2% |
| 6M | +12.1% | -0.1% | +12.2% | +11.4% |
| YTD | -16.6% | +26.2% | -42.8% | -19.1% |
| 1Y | -14.6% | +25.2% | -39.7% | -17.3% |
| All | -14.6% | +25.8% | -40.3% | -17.3% |
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