-78.3%
TE vs DPZ
+23.5%
-101.8%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -0.4% | +3.3% | +3.0% |
| 7D | -22.0% | -3.5% | -18.4% | -21.4% |
| 30D | -33.6% | +5.7% | -39.3% | -34.6% |
| 3M | -61.1% | -7.5% | -53.6% | -60.5% |
| 6M | -64.7% | +6.2% | -70.9% | -65.9% |
| YTD | -68.1% | -19.8% | -48.3% | -66.7% |
| 1Y | -51.7% | -18.0% | -33.7% | -50.2% |
| 3Y | +42.0% | -8.8% | +50.8% | +42.3% |
| 5Y | -80.8% | -30.2% | -50.6% | -80.5% |
| All | -78.3% | +23.5% | -101.8% | -78.2% |
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 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