+18.5%
ETR vs DPZ
-17.9%
+36.4%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | -3.5% | +3.6% | +0.2% |
| 30D | +7.7% | +5.7% | +2.0% | +7.6% |
| 3M | +5.7% | -7.5% | +13.2% | +5.5% |
| 6M | -0.3% | +6.2% | -6.5% | -0.7% |
| YTD | +23.4% | -19.8% | +43.1% | +24.0% |
| 1Y | +18.5% | -18.0% | +36.5% | +19.4% |
| All | +18.5% | -17.9% | +36.4% | +19.4% |
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