+124.0%
DPZ vs ED
+129.3%
-5.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.4% | +0.2% | -1.7% |
| 7D | +6.6% | +1.6% | +4.9% | +6.3% |
| 30D | +10.3% | +13.3% | -3.0% | +7.8% |
| 3M | -6.2% | +9.7% | -15.9% | -7.7% |
| 6M | +4.2% | +12.8% | -8.5% | +2.0% |
| YTD | -18.4% | +22.3% | -40.7% | -21.3% |
| 1Y | -14.9% | +26.3% | -41.2% | -18.4% |
| 3Y | -4.6% | +45.0% | -49.7% | -11.1% |
| 5Y | -27.4% | +80.2% | -107.6% | -34.6% |
| All | +124.0% | +129.3% | -5.3% | +90.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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