-30.2%
DPZ vs ED
+82.4%
-112.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.4% | -0.4% |
| 7D | -3.5% | -0.9% | -2.6% | -3.3% |
| 30D | +5.7% | +11.2% | -5.5% | +2.7% |
| 3M | -7.5% | +11.8% | -19.3% | -10.2% |
| 6M | +6.2% | +14.1% | -7.9% | +2.6% |
| YTD | -19.8% | +23.0% | -42.7% | -24.0% |
| 1Y | -18.0% | +23.7% | -41.6% | -22.5% |
| 3Y | -8.8% | +47.7% | -56.5% | -18.9% |
| 5Y | -30.2% | +82.6% | -112.8% | -43.3% |
| All | -30.2% | +82.4% | -112.6% | -43.3% |
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