+138.9%
DPZ vs EAT
+319.3%
-180.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.6% | +3.0% | +1.6% |
| 7D | -2.5% | -7.1% | +4.6% | -1.6% |
| 30D | +12.5% | -2.3% | +14.9% | +12.7% |
| 3M | -5.2% | -19.6% | +14.4% | -2.9% |
| 6M | +8.8% | +46.0% | -37.2% | +3.0% |
| YTD | -18.7% | +37.7% | -56.3% | -22.9% |
| 1Y | -15.7% | +73.8% | -89.5% | -22.5% |
| 3Y | -7.5% | +482.1% | -489.6% | -28.6% |
| 5Y | -30.1% | +362.5% | -392.5% | -45.9% |
| All | +138.9% | +319.3% | -180.3% | +64.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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