-50.0%
TE vs DPZ
+20.1%
-70.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.2% | +1.2% | -2.0% |
| 7D | +15.0% | -7.3% | +22.3% | +16.9% |
| 30D | -7.5% | -7.6% | +0.1% | -6.0% |
| 3M | -42.0% | +1.8% | -43.8% | -42.9% |
| 6M | -31.4% | -21.8% | -9.6% | -27.7% |
| YTD | -26.5% | -22.0% | -4.5% | -22.5% |
| 1Y | +153.1% | -28.6% | +181.7% | +173.0% |
| 3Y | -20.7% | -13.1% | -7.6% | -19.5% |
| 5Y | -45.4% | -33.2% | -12.2% | -44.2% |
| All | -50.0% | +20.1% | -70.1% | -49.3% |
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