+4.4%
DPZ vs EL
+43.5%
-39.1%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +4.5% |
| 7D | +10.1% | +2.5% | +7.6% | +9.6% |
| 30D | +14.6% | +20.1% | -5.5% | +11.5% |
| 3M | -6.8% | +29.3% | -36.0% | -9.9% |
| 6M | +4.4% | +38.8% | -34.4% | +0.2% |
| All | +4.4% | +43.5% | -39.1% | +0.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling