+128.9%
DPZ vs ED
+134.8%
-5.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.1% |
| 7D | +9.5% | +5.2% | +4.3% | +8.5% |
| 30D | +12.8% | +15.5% | -2.7% | +9.9% |
| 3M | -6.2% | +13.0% | -19.3% | -8.3% |
| 6M | +4.3% | +13.1% | -8.8% | +1.9% |
| YTD | -16.6% | +25.3% | -41.9% | -19.9% |
| 1Y | -12.8% | +30.5% | -43.4% | -16.9% |
| 3Y | -0.8% | +49.3% | -50.2% | -8.1% |
| 5Y | -25.8% | +84.6% | -110.4% | -33.5% |
| All | +128.9% | +134.8% | -5.9% | +93.9% |
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