+5,650.9%
DPZ vs TAP
+102.0%
+5,548.9%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +3.0% | +2.4% | +4.7% |
| 7D | +10.1% | +9.9% | +0.2% | +7.5% |
| 30D | +14.6% | +18.1% | -3.5% | +9.9% |
| 3M | -6.8% | +3.2% | -10.0% | -7.6% |
| 6M | +4.4% | +8.4% | -4.0% | +2.2% |
| YTD | -16.8% | -4.4% | -12.4% | -16.4% |
| 1Y | -14.5% | +3.2% | -17.7% | -15.7% |
| 3Y | -1.1% | -18.6% | +17.5% | +2.1% |
| 5Y | -28.0% | +10.1% | -38.1% | -31.8% |
| 10Y | +130.2% | -45.2% | +175.4% | +153.5% |
| All | +5,650.9% | +102.0% | +5,548.9% | +3,765.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling