-2.1%
DPZ vs EOSE
-61.3%
+59.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +10.9% | -12.6% | -2.0% |
| 7D | -2.5% | +19.0% | -21.6% | -3.0% |
| 30D | -7.0% | +1.6% | -8.5% | -7.1% |
| 3M | +11.6% | -52.0% | +63.6% | +13.4% |
| 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% | -25.3% |
| 3Y | -8.7% | +0.8% | -9.4% | -14.4% |
| 5Y | -28.9% | -71.7% | +42.7% | -35.7% |
| All | -2.1% | -61.3% | +59.2% | -12.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling