+51.8%
TEL vs DPZ
-34.0%
+85.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -4.2% | +4.0% | +1.0% |
| 7D | +1.2% | -7.3% | +8.5% | +3.3% |
| 30D | -4.1% | -7.6% | +3.5% | -2.2% |
| 3M | -2.6% | +1.8% | -4.4% | -3.6% |
| 6M | 0.0% | -21.8% | +21.8% | +6.7% |
| YTD | -9.1% | -22.0% | +13.0% | -3.1% |
| 1Y | -0.8% | -28.6% | +27.8% | +8.4% |
| 3Y | +67.4% | -13.1% | +80.4% | +67.2% |
| 5Y | +51.8% | -33.2% | +85.0% | +68.7% |
| All | +51.8% | -34.0% | +85.7% | +68.7% |
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