+5,622.1%
DPZ vs ITOT
+916.6%
+4,705.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +9.3% |
| 6M | -15.2% | +13.0% | -28.2% | -24.1% |
| YTD | -17.2% | +14.0% | -31.2% | -26.6% |
| 1Y | -24.8% | +19.9% | -44.8% | -36.4% |
| 3Y | -8.7% | +75.8% | -84.5% | -45.2% |
| 5Y | -28.9% | +73.8% | -102.8% | -57.4% |
| 10Y | +153.6% | +295.9% | -142.3% | -36.5% |
| All | +5,622.1% | +916.6% | +4,705.6% | +487.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling