-4.6%
DPZ vs ET
+73.7%
-78.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.2% |
| 7D | +6.6% | -7.9% | +14.4% | +7.9% |
| 30D | +10.3% | -5.9% | +16.2% | +11.2% |
| 3M | -6.2% | -5.2% | -0.9% | -5.6% |
| 6M | +4.2% | +0.3% | +4.0% | +3.5% |
| YTD | -18.4% | +23.1% | -41.5% | -22.9% |
| 1Y | -14.9% | +22.7% | -37.7% | -19.6% |
| 3Y | -4.6% | +75.4% | -80.0% | -12.2% |
| All | -4.6% | +73.7% | -78.3% | -12.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling