+144.9%
TE vs DPZ
-29.1%
+174.0%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | -1.3% | -5.4% | -7.6% |
| 7D | +0.9% | -8.6% | +9.4% | -5.0% |
| 30D | -16.3% | -11.2% | -5.1% | -22.7% |
| 3M | -40.8% | +1.4% | -42.2% | -37.6% |
| 6M | -42.6% | -19.9% | -22.7% | -44.9% |
| YTD | -31.4% | -23.0% | -8.4% | -37.1% |
| 1Y | +144.9% | -28.2% | +173.1% | +109.3% |
| All | +144.9% | -29.1% | +174.0% | +109.3% |
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 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