-27.5%
DPZ vs EOSE
-84.9%
+57.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -7.4% | +5.3% | -1.9% |
| 7D | +6.6% | -7.9% | +14.5% | +6.7% |
| 30D | +10.3% | -43.9% | +54.2% | +11.8% |
| 3M | -6.2% | -55.8% | +49.7% | -4.5% |
| 6M | +4.2% | -73.4% | +77.6% | +7.1% |
| YTD | -18.4% | -84.8% | +66.4% | -15.4% |
| 1Y | -14.9% | -88.6% | +73.7% | -11.2% |
| 3Y | -4.6% | -2.8% | -1.8% | -11.9% |
| All | -27.5% | -84.9% | +57.4% | -26.9% |
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