-28.9%
DPZ vs EOSE
-82.3%
+53.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +5.5% | -3.0% | +2.4% |
| 7D | +2.2% | +9.8% | -7.5% | +1.9% |
| 30D | +15.5% | -2.1% | +17.5% | +15.3% |
| 3M | -2.0% | -54.1% | +52.1% | -0.4% |
| 6M | +12.1% | -76.9% | +89.1% | +15.9% |
| YTD | -16.6% | -83.3% | +66.8% | -13.8% |
| 1Y | -14.6% | -87.4% | +72.9% | -11.1% |
| 3Y | -4.1% | +61.9% | -66.0% | -13.0% |
| All | -28.9% | -82.3% | +53.4% | -30.0% |
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