+238.4%
TMUS vs DPZ
+123.5%
+114.9%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.3% |
| 7D | +3.6% | +6.6% | -3.0% | +2.3% |
| 30D | -3.4% | +10.3% | -13.7% | -5.2% |
| 3M | -9.5% | -6.2% | -3.3% | -8.5% |
| 6M | -15.2% | +4.2% | -19.4% | -16.1% |
| YTD | -18.9% | -18.4% | -0.5% | -16.3% |
| 1Y | -17.7% | -14.9% | -2.8% | -15.8% |
| 3Y | +15.6% | -4.6% | +20.3% | +14.0% |
| 5Y | +38.9% | -27.4% | +66.3% | +42.1% |
| All | +238.4% | +123.5% | +114.9% | +179.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling