-14.9%
DPZ vs EL
+22.5%
-37.5%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.4% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | +10.3% | +16.5% | -6.2% | +8.2% |
| 3M | -6.2% | +29.2% | -35.3% | -9.0% |
| 6M | +4.2% | +27.9% | -23.7% | +1.0% |
| YTD | -18.4% | +6.2% | -24.6% | -19.8% |
| 1Y | -14.9% | +27.2% | -42.1% | -15.4% |
| All | -14.9% | +22.5% | -37.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling