+124.0%
DPZ vs ITOT
+290.6%
-166.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.4% | -2.5% | -2.4% |
| 7D | +6.6% | -2.7% | +9.2% | +8.1% |
| 30D | +10.3% | -5.2% | +15.5% | +13.4% |
| 3M | -6.2% | -4.4% | -1.8% | -4.0% |
| 6M | +4.2% | +0.4% | +3.8% | +3.5% |
| YTD | -18.4% | +8.8% | -27.2% | -22.8% |
| 1Y | -14.9% | +11.0% | -26.0% | -20.5% |
| 3Y | -4.6% | +74.4% | -79.1% | -31.5% |
| 5Y | -27.4% | +60.0% | -87.4% | -45.9% |
| All | +124.0% | +290.6% | -166.6% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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