-27.5%
DPZ vs EL
-66.1%
+38.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.5% |
| 7D | +6.6% | +0.8% | +5.8% | +6.4% |
| 30D | +10.3% | +16.5% | -6.2% | +7.6% |
| 3M | -6.2% | +29.2% | -35.3% | -10.2% |
| 6M | +4.2% | +27.9% | -23.7% | -0.4% |
| YTD | -18.4% | +6.2% | -24.6% | -20.4% |
| 1Y | -14.9% | +27.2% | -42.1% | -19.7% |
| 3Y | -4.6% | +3.2% | -7.8% | -10.5% |
| All | -27.5% | -66.1% | +38.6% | -7.0% |
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