-3.5%
DPZ vs EOSE
-81.3%
+77.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +8.0% | -8.1% | -0.2% |
| 7D | +3.7% | +6.8% | -3.1% | +3.5% |
| 30D | +8.0% | -25.4% | +33.4% | +8.6% |
| 3M | -4.2% | -54.7% | +50.5% | -2.6% |
| 6M | +4.6% | -76.5% | +81.1% | +7.8% |
| YTD | -18.4% | -83.6% | +65.2% | -15.8% |
| 1Y | -16.8% | -89.7% | +72.9% | -13.1% |
| 3Y | -5.0% | +38.7% | -43.8% | -12.3% |
| 5Y | -27.8% | -82.9% | +55.1% | -33.9% |
| All | -3.5% | -81.3% | +77.8% | -12.6% |
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