-27.5%
DPZ vs TENB
-24.8%
-2.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.4% | -1.5% |
| 7D | +6.6% | -17.0% | +23.5% | +9.2% |
| 30D | +10.3% | +8.2% | +2.1% | +8.6% |
| 3M | -6.2% | +16.5% | -22.6% | -9.2% |
| 6M | +4.2% | +99.1% | -94.9% | -8.6% |
| YTD | -18.4% | +79.0% | -97.4% | -27.8% |
| 1Y | -14.9% | +53.9% | -68.8% | -22.6% |
| 3Y | -4.6% | +13.8% | -18.5% | -9.7% |
| All | -27.5% | -24.8% | -2.7% | -26.8% |
Cumulative growth
Daily Returns
Daily percentage return beside TENB.
Daily Out/Under-Performance
Portfolio return minus TENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TENB 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 5y: compounded portfolio wealth divided by compounded TENB 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…
5y analysis · Full analysis span regression · 6 months rolling