-67.4%
ETSY vs DPZ
-28.5%
-38.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | -0.4% |
| 7D | -1.0% | +2.2% | -3.3% | -2.0% |
| 30D | +7.3% | +15.5% | -8.2% | +0.6% |
| 3M | +10.3% | -2.0% | +12.3% | +11.1% |
| 6M | +55.1% | +12.1% | +42.9% | +45.6% |
| YTD | +60.5% | -16.6% | +77.1% | +72.7% |
| 1Y | +52.2% | -14.6% | +66.8% | +61.3% |
| 3Y | +40.8% | -4.1% | +44.9% | +28.9% |
| All | -67.4% | -28.5% | -38.8% | -58.2% |
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 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