+101.4%
TLT vs DPZ
+5,248.7%
-5,147.4%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | 0.0% |
| 7D | -1.0% | -3.5% | +2.5% | -1.2% |
| 30D | +4.1% | +5.7% | -1.6% | +4.4% |
| 3M | -0.4% | -7.5% | +7.1% | -0.7% |
| 6M | -3.2% | +6.2% | -9.4% | -2.8% |
| YTD | -3.5% | -19.8% | +16.3% | -4.3% |
| 1Y | -5.8% | -18.0% | +12.1% | -6.5% |
| 3Y | +4.6% | -8.8% | +13.4% | +4.8% |
| 5Y | -34.4% | -30.2% | -4.2% | -35.1% |
| 10Y | -11.4% | +132.0% | -143.4% | -2.7% |
| All | +101.4% | +5,248.7% | -5,147.4% | +189.5% |
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