-25.8%
DPZ vs EAT
+381.2%
-407.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.9% |
| 7D | +9.5% | -3.3% | +12.8% | +10.1% |
| 30D | +12.8% | +11.7% | +1.1% | +10.3% |
| 3M | -6.2% | -5.9% | -0.3% | -5.8% |
| 6M | +4.3% | +46.7% | -42.5% | -3.4% |
| YTD | -16.6% | +48.2% | -64.8% | -23.6% |
| 1Y | -12.8% | +105.4% | -118.3% | -25.3% |
| 3Y | -0.8% | +502.8% | -503.6% | -35.5% |
| 5Y | -25.8% | +376.3% | -402.1% | -52.1% |
| All | -25.8% | +381.2% | -407.0% | -52.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling