+124.0%
DPZ vs EAT
+378.4%
-254.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.8% |
| 7D | +6.6% | -2.6% | +9.2% | +6.9% |
| 30D | +10.3% | +11.5% | -1.2% | +8.6% |
| 3M | -6.2% | -9.1% | +2.9% | -5.4% |
| 6M | +4.2% | +40.4% | -36.2% | -0.8% |
| YTD | -18.4% | +43.9% | -62.3% | -23.0% |
| 1Y | -14.9% | +101.9% | -116.9% | -23.3% |
| 3Y | -4.6% | +489.9% | -494.5% | -26.4% |
| 5Y | -27.4% | +362.6% | -390.0% | -43.8% |
| All | +124.0% | +378.4% | -254.4% | +47.2% |
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