-25.9%
DPZ vs TENB
-21.1%
-4.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.7% | +7.0% | +1.2% |
| 7D | +9.5% | -14.7% | +24.2% | +11.8% |
| 30D | +12.8% | +11.9% | +0.9% | +10.5% |
| 3M | -6.2% | +22.7% | -28.9% | -9.9% |
| 6M | +4.3% | +110.1% | -105.8% | -9.3% |
| YTD | -16.6% | +87.7% | -104.3% | -26.6% |
| 1Y | -12.8% | +59.7% | -72.5% | -21.0% |
| 3Y | -0.8% | +19.0% | -19.9% | -6.7% |
| All | -25.9% | -21.1% | -4.8% | -25.7% |
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