+130.9%
DPZ vs ITOT
+286.7%
-155.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.0% |
| 7D | +2.2% | -0.5% | +2.7% | +2.4% |
| 30D | +6.7% | -3.4% | +10.1% | +8.6% |
| 3M | -4.5% | -3.1% | -1.5% | -3.1% |
| 6M | +3.3% | +2.2% | +1.1% | +1.5% |
| YTD | -19.4% | +11.0% | -30.5% | -24.6% |
| 1Y | -17.3% | +11.4% | -28.7% | -22.8% |
| 3Y | -8.4% | +76.4% | -84.7% | -34.6% |
| 5Y | -28.2% | +65.1% | -93.3% | -47.4% |
| 10Y | +130.9% | +287.4% | -156.5% | +2.0% |
| All | +130.9% | +286.7% | -155.8% | +2.0% |
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