+372.7%
ETR vs DPZ
+140.2%
+232.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.7% | -0.4% |
| 7D | +1.2% | +2.2% | -1.1% | +0.9% |
| 30D | +7.0% | +15.5% | -8.5% | +5.1% |
| 3M | +4.6% | -2.0% | +6.6% | +4.7% |
| 6M | +0.1% | +12.1% | -12.0% | -1.7% |
| YTD | +23.2% | -16.6% | +39.8% | +25.4% |
| 1Y | +20.6% | -14.6% | +35.2% | +22.3% |
| 3Y | +156.3% | -4.1% | +160.4% | +153.6% |
| 5Y | +159.6% | -28.3% | +187.9% | +162.7% |
| All | +372.7% | +140.2% | +232.5% | +310.7% |
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