+5,666.8%
DPZ vs ED
+685.6%
+4,981.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | -0.1% |
| 7D | +9.5% | +5.2% | +4.3% | +7.3% |
| 30D | +12.8% | +15.5% | -2.7% | +6.4% |
| 3M | -6.2% | +13.0% | -19.3% | -10.8% |
| 6M | +4.3% | +13.1% | -8.8% | -0.9% |
| YTD | -16.6% | +25.3% | -41.9% | -24.1% |
| 1Y | -12.8% | +30.5% | -43.4% | -22.1% |
| 3Y | -0.8% | +49.3% | -50.2% | -17.6% |
| 5Y | -25.8% | +84.6% | -110.4% | -44.7% |
| 10Y | +130.9% | +135.4% | -4.6% | +34.6% |
| All | +5,666.8% | +685.6% | +4,981.2% | +1,173.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling