-28.8%
DPZ vs EOSE
-71.7%
+42.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.9% | -12.6% | -2.0% |
| 7D | -2.5% | +19.0% | -21.6% | -3.1% |
| 30D | -7.0% | +1.6% | -8.5% | -7.1% |
| 3M | +11.6% | -52.0% | +63.6% | +13.5% |
| 6M | -15.2% | -42.5% | +27.3% | -14.7% |
| YTD | -17.2% | -66.1% | +48.9% | -15.9% |
| 1Y | -24.8% | -47.1% | +22.3% | -25.4% |
| 3Y | -8.7% | +0.8% | -9.4% | -14.7% |
| All | -28.8% | -71.7% | +42.8% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling