+103.0%
TLT vs DPZ
+5,341.2%
-5,238.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.1% | -0.1% |
| 7D | +0.1% | +6.6% | -6.5% | +0.4% |
| 30D | +6.2% | +10.3% | -4.1% | +6.7% |
| 3M | +0.1% | -6.2% | +6.2% | -0.2% |
| 6M | -3.0% | +4.2% | -7.2% | -2.7% |
| YTD | -2.7% | -18.4% | +15.7% | -3.5% |
| 1Y | -4.8% | -14.9% | +10.1% | -5.4% |
| 3Y | +6.9% | -4.6% | +11.5% | +7.4% |
| 5Y | -34.5% | -27.4% | -7.1% | -35.0% |
| 10Y | -17.3% | +125.9% | -143.2% | -9.4% |
| All | +103.0% | +5,341.2% | -5,238.2% | +192.1% |
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