-7.8%
DPZ vs EL
+3.5%
-11.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.3% |
| 7D | -3.5% | +0.3% | -3.8% | -3.6% |
| 30D | +5.7% | +12.3% | -6.6% | +4.2% |
| 3M | -7.5% | +28.4% | -35.9% | -10.4% |
| 6M | +6.2% | +36.7% | -30.5% | +2.0% |
| YTD | -19.8% | +8.4% | -28.2% | -21.6% |
| 1Y | -18.0% | +25.4% | -43.4% | -21.2% |
| All | -7.8% | +3.5% | -11.3% | -15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling