-28.8%
DPZ vs ED
+67.1%
-95.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -1.4% |
| 7D | -2.5% | -0.2% | -2.4% | -2.5% |
| 30D | -7.0% | -0.1% | -6.8% | -6.9% |
| 3M | +11.6% | +3.9% | +7.7% | +10.6% |
| 6M | -15.2% | -3.0% | -12.1% | -14.6% |
| YTD | -17.2% | +10.7% | -27.9% | -19.3% |
| 1Y | -24.8% | +13.3% | -38.2% | -27.2% |
| 3Y | -8.7% | +34.5% | -43.2% | -16.2% |
| All | -28.8% | +67.1% | -95.9% | -37.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling