-67.1%
ETSY vs DPZ
-34.0%
-33.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.2% | +1.9% | -0.3% |
| 7D | -12.9% | -7.3% | -5.6% | -9.7% |
| 30D | -11.5% | -7.6% | -3.9% | -8.2% |
| 3M | +3.5% | +1.8% | +1.7% | +1.9% |
| 6M | +27.6% | -21.8% | +49.4% | +42.3% |
| YTD | +28.4% | -22.0% | +50.4% | +43.0% |
| 1Y | +27.1% | -28.6% | +55.7% | +47.6% |
| 3Y | +6.0% | -13.1% | +19.1% | +2.1% |
| 5Y | -67.1% | -33.2% | -33.9% | -53.9% |
| All | -67.1% | -34.0% | -33.1% | -53.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling