-12.8%
DPZ vs ED
+28.0%
-40.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.1% |
| 7D | +9.5% | +5.2% | +4.3% | +7.4% |
| 30D | +12.8% | +15.5% | -2.7% | +7.4% |
| 3M | -6.2% | +13.0% | -19.3% | -10.2% |
| 6M | +4.3% | +13.1% | -8.8% | 0.0% |
| YTD | -16.6% | +25.3% | -41.9% | -19.3% |
| 1Y | -12.8% | +30.5% | -43.4% | -15.4% |
| All | -12.8% | +28.0% | -40.9% | -15.4% |
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