+128.9%
DPZ vs TAP
-46.9%
+175.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.1% | +2.4% | +0.6% |
| 7D | +9.5% | +7.7% | +1.8% | +8.3% |
| 30D | +12.8% | +14.4% | -1.6% | +10.6% |
| 3M | -6.2% | +2.0% | -8.3% | -6.6% |
| 6M | +4.3% | +2.5% | +1.8% | +3.8% |
| YTD | -16.6% | -6.4% | -10.2% | -16.2% |
| 1Y | -12.8% | -2.3% | -10.5% | -12.9% |
| 3Y | -0.8% | -20.3% | +19.5% | +1.1% |
| 5Y | -25.8% | +6.9% | -32.7% | -26.4% |
| All | +128.9% | -46.9% | +175.8% | +150.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TAP.
Daily Out/Under-Performance
Portfolio return minus TAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TAP 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 TAP 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