-27.5%
DPZ vs EAT
+361.6%
-389.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.7% |
| 7D | +6.6% | -2.6% | +9.2% | +7.0% |
| 30D | +10.3% | +11.5% | -1.2% | +7.9% |
| 3M | -6.2% | -9.1% | +2.9% | -5.1% |
| 6M | +4.2% | +40.4% | -36.2% | -2.7% |
| YTD | -18.4% | +43.9% | -62.3% | -24.8% |
| 1Y | -14.9% | +101.9% | -116.9% | -26.9% |
| 3Y | -4.6% | +489.9% | -494.5% | -37.7% |
| All | -27.5% | +361.6% | -389.1% | -52.6% |
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