+124.0%
DPZ vs ES
+85.7%
+38.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.9% | +0.7% | -1.5% |
| 7D | +6.6% | +1.9% | +4.7% | +6.2% |
| 30D | +10.3% | +7.1% | +3.2% | +8.8% |
| 3M | -6.2% | -1.9% | -4.2% | -5.8% |
| 6M | +4.2% | +4.4% | -0.1% | +3.3% |
| YTD | -18.4% | +7.3% | -25.7% | -19.8% |
| 1Y | -14.9% | +2.1% | -17.1% | -15.7% |
| 3Y | -4.6% | +41.8% | -46.5% | -13.0% |
| 5Y | -27.4% | +1.4% | -28.8% | -29.1% |
| All | +124.0% | +85.7% | +38.3% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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