+675.9%
ETN vs DPZ
+145.4%
+530.5%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.2% |
| 7D | +3.0% | -8.6% | +11.6% | +4.6% |
| 30D | -10.9% | -11.2% | +0.3% | -9.1% |
| 3M | +9.2% | +1.4% | +7.8% | +8.2% |
| 6M | +13.9% | -19.9% | +33.8% | +18.0% |
| YTD | +29.5% | -23.0% | +52.6% | +35.1% |
| 1Y | +14.2% | -28.2% | +42.4% | +20.7% |
| 3Y | +79.9% | -14.2% | +94.1% | +81.9% |
| 5Y | +175.7% | -33.4% | +209.1% | +187.4% |
| All | +675.9% | +145.4% | +530.5% | +554.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling