-2.5%
DPZ vs EAT
+503.3%
-505.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.8% |
| 7D | +9.5% | -3.3% | +12.8% | +10.0% |
| 30D | +12.8% | +11.7% | +1.1% | +10.9% |
| 3M | -6.2% | -5.9% | -0.3% | -5.8% |
| 6M | +4.3% | +46.7% | -42.5% | -1.7% |
| YTD | -16.6% | +48.2% | -64.8% | -22.0% |
| 1Y | -12.8% | +105.4% | -118.3% | -22.9% |
| All | -2.5% | +503.3% | -505.8% | -32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling