+121.1%
DPZ vs ITOT
+298.5%
-177.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -1.4% |
| 7D | +3.7% | +0.2% | +3.5% | +3.5% |
| 30D | +8.0% | -3.0% | +11.1% | +9.7% |
| 3M | -4.2% | -2.7% | -1.5% | -2.9% |
| 6M | +4.6% | +2.6% | +2.0% | +2.6% |
| YTD | -18.4% | +11.5% | -29.9% | -23.8% |
| 1Y | -16.8% | +13.5% | -30.3% | -23.1% |
| 3Y | -5.0% | +79.7% | -84.7% | -32.9% |
| 5Y | -27.8% | +64.2% | -92.0% | -47.0% |
| 10Y | +121.1% | +290.2% | -169.1% | -1.4% |
| All | +121.1% | +298.5% | -177.4% | -1.4% |
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