+2,276.2%
ETN vs DPZ
+5,326.0%
-3,049.8%
-68.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.7% | +4.4% | +3.2% |
| 7D | +8.0% | -1.5% | +9.5% | +8.4% |
| 30D | -5.9% | -4.4% | -1.5% | -4.9% |
| 3M | +5.0% | +7.6% | -2.7% | +1.7% |
| 6M | +22.4% | -16.9% | +39.4% | +27.1% |
| YTD | +33.6% | -18.6% | +52.3% | +39.2% |
| 1Y | +22.1% | -26.7% | +48.8% | +30.8% |
| 3Y | +85.6% | -9.3% | +94.9% | +84.1% |
| 5Y | +179.2% | -31.0% | +210.3% | +193.5% |
| 10Y | +687.3% | +152.4% | +535.0% | +414.5% |
| All | +2,276.2% | +5,326.0% | -3,049.8% | +450.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling