+102.9%
TLT vs DPZ
+5,417.8%
-5,314.9%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.1% |
| 7D | -0.4% | -2.5% | +2.1% | -0.5% |
| 30D | -0.6% | -7.0% | +6.4% | -0.9% |
| 3M | -2.7% | +11.6% | -14.3% | -2.2% |
| 6M | -5.6% | -15.2% | +9.5% | -6.2% |
| YTD | -2.8% | -17.2% | +14.5% | -3.5% |
| 1Y | -1.4% | -24.8% | +23.4% | -2.6% |
| 3Y | -1.6% | -8.7% | +7.1% | -1.4% |
| 5Y | -33.8% | -28.9% | -4.9% | -34.5% |
| 10Y | -21.1% | +153.6% | -174.8% | -12.9% |
| All | +102.9% | +5,417.8% | -5,314.9% | +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