-41.3%
TE vs DPZ
-30.2%
-11.1%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.0% | -1.7% | +11.7% | +10.6% |
| 7D | +18.2% | -1.5% | +19.7% | +18.7% |
| 30D | -13.5% | -4.4% | -9.1% | -12.3% |
| 3M | -44.6% | +7.6% | -52.2% | -47.2% |
| 6M | -24.7% | -16.9% | -7.8% | -20.0% |
| YTD | -24.3% | -18.6% | -5.6% | -18.9% |
| 1Y | +155.6% | -26.7% | +182.2% | +186.8% |
| 3Y | -18.3% | -9.3% | -8.9% | -20.5% |
| 5Y | -41.3% | -31.0% | -10.3% | -31.1% |
| All | -41.3% | -30.2% | -11.1% | -31.1% |
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