-5.5%
ETN vs DPZ
-14.7%
+9.2%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +5.4% | -15.3% | -8.1% |
| 7D | -10.1% | +10.1% | -20.2% | -7.2% |
| 30D | -18.4% | +14.6% | -33.0% | -14.7% |
| 3M | -20.4% | -6.8% | -13.7% | -20.5% |
| 6M | -16.0% | +4.4% | -20.4% | -12.4% |
| YTD | +11.8% | -16.8% | +28.6% | +16.8% |
| 1Y | -5.5% | -14.5% | +9.0% | -1.9% |
| All | -5.5% | -14.7% | +9.2% | -1.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 1y: compounded portfolio wealth divided by compounded DPZ 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…
1y analysis · Full analysis span regression · 6 months rolling