-5.1%
DPZ vs EOSE
-80.2%
+75.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +14.4% | -14.8% | -0.8% |
| 7D | -3.5% | -7.0% | +3.5% | -3.4% |
| 30D | +5.7% | -16.7% | +22.4% | +6.0% |
| 3M | -7.5% | -53.1% | +45.6% | -6.1% |
| 6M | +6.2% | -76.8% | +83.0% | +9.5% |
| YTD | -19.8% | -82.6% | +62.9% | -17.4% |
| 1Y | -18.0% | -89.3% | +71.3% | -14.4% |
| 3Y | -8.8% | +55.5% | -64.3% | -16.1% |
| 5Y | -30.2% | -81.9% | +51.7% | -36.2% |
| All | -5.1% | -80.2% | +75.1% | -14.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 10y: compounded portfolio wealth divided by compounded EOSE 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…
10y analysis · Full analysis span regression · 6 months rolling