+5,650.9%
DPZ vs EL
+519.6%
+5,131.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +6.3% | -0.9% | +3.7% |
| 7D | +10.1% | +2.5% | +7.6% | +9.3% |
| 30D | +14.6% | +20.1% | -5.5% | +8.7% |
| 3M | -6.8% | +29.3% | -36.0% | -13.9% |
| 6M | +4.4% | +38.8% | -34.4% | -6.1% |
| YTD | -16.8% | +8.1% | -24.9% | -21.0% |
| 1Y | -14.5% | +22.3% | -36.8% | -22.0% |
| 3Y | -1.1% | +6.7% | -7.8% | -12.4% |
| 5Y | -28.0% | -64.4% | +36.4% | -10.6% |
| 10Y | +130.2% | +61.2% | +69.0% | +41.9% |
| All | +5,650.9% | +519.6% | +5,131.3% | +1,484.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling