+154.5%
DPZ vs ITOT
+295.2%
-140.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.5% |
| 7D | -2.5% | +0.1% | -2.6% | -2.6% |
| 30D | -7.0% | 0.0% | -7.0% | -7.0% |
| 3M | +11.6% | +2.0% | +9.7% | +10.1% |
| 6M | -15.2% | +13.0% | -28.2% | -21.2% |
| YTD | -17.2% | +14.0% | -31.2% | -23.6% |
| 1Y | -24.8% | +19.9% | -44.8% | -32.7% |
| 3Y | -8.7% | +75.8% | -84.5% | -34.6% |
| 5Y | -28.9% | +73.8% | -102.8% | -49.3% |
| All | +154.5% | +295.2% | -140.7% | +8.8% |
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