-53.2%
TE vs DPZ
+27.4%
-80.6%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +1.7% |
| 7D | -4.0% | -2.5% | -1.4% | -3.4% |
| 30D | -15.9% | -7.0% | -8.9% | -14.6% |
| 3M | -60.5% | +11.6% | -72.2% | -62.1% |
| 6M | -35.2% | -15.2% | -20.0% | -33.0% |
| YTD | -31.1% | -17.2% | -13.9% | -28.4% |
| 1Y | +148.6% | -24.8% | +173.5% | +165.5% |
| 3Y | -26.4% | -8.7% | -17.7% | -26.1% |
| 5Y | -48.0% | -28.9% | -19.1% | -47.5% |
| All | -53.2% | +27.4% | -80.6% | -53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling