+128.9%
DPZ vs EL
+52.8%
+76.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.9% | +4.2% | +0.9% |
| 7D | +9.5% | -1.1% | +10.6% | +9.6% |
| 30D | +12.8% | +15.3% | -2.5% | +10.1% |
| 3M | -6.2% | +24.2% | -30.5% | -9.8% |
| 6M | +4.3% | +30.9% | -26.6% | -0.9% |
| YTD | -16.6% | +3.9% | -20.5% | -18.4% |
| 1Y | -12.8% | +19.9% | -32.7% | -17.0% |
| 3Y | -0.8% | +2.5% | -3.3% | -6.6% |
| 5Y | -25.8% | -66.7% | +40.9% | -13.9% |
| All | +128.9% | +52.8% | +76.0% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling