-14.6%
DPZ vs ED
+24.8%
-39.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.4% | +1.2% | +2.0% |
| 7D | +2.2% | +2.1% | +0.2% | +1.4% |
| 30D | +15.5% | +10.4% | +5.1% | +11.6% |
| 3M | -2.0% | +12.5% | -14.6% | -5.8% |
| 6M | +12.1% | +14.9% | -2.8% | +7.6% |
| YTD | -16.6% | +24.8% | -41.4% | -18.3% |
| 1Y | -14.6% | +23.8% | -38.4% | -16.6% |
| All | -14.6% | +24.8% | -39.3% | -16.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling