+5,622.1%
DPZ vs TAP
+89.7%
+5,532.5%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.5% | -2.3% | -0.2% | -2.0% |
| 30D | -7.0% | -2.1% | -4.8% | -6.5% |
| 3M | +11.6% | +6.6% | +5.0% | +9.9% |
| 6M | -15.2% | -11.5% | -3.7% | -12.8% |
| YTD | -17.2% | -10.3% | -7.0% | -15.4% |
| 1Y | -24.8% | -14.4% | -10.5% | -22.4% |
| 3Y | -8.7% | -28.3% | +19.6% | -2.7% |
| 5Y | -28.9% | +1.7% | -30.6% | -31.4% |
| 10Y | +153.6% | -49.2% | +202.9% | +185.0% |
| All | +5,622.1% | +89.7% | +5,532.5% | +3,810.8% |
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