-28.8%
DPZ vs EL
-67.1%
+38.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.0% | -4.7% | -2.2% |
| 7D | -2.5% | +0.8% | -3.3% | -2.7% |
| 30D | -7.0% | +19.8% | -26.8% | -9.8% |
| 3M | +11.6% | +25.7% | -14.1% | +7.4% |
| 6M | -15.2% | +5.4% | -20.6% | -16.6% |
| YTD | -17.2% | +0.2% | -17.5% | -18.4% |
| 1Y | -24.8% | +20.4% | -45.3% | -28.5% |
| 3Y | -8.7% | -32.1% | +23.5% | -5.7% |
| All | -28.8% | -67.1% | +38.3% | -12.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling