-25.8%
DPZ vs ES
+5.0%
-30.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +9.5% | +5.9% | +3.6% | +8.0% |
| 30D | +12.8% | +10.2% | +2.6% | +10.2% |
| 3M | -6.2% | +0.4% | -6.6% | -6.4% |
| 6M | +4.3% | +6.9% | -2.6% | +2.6% |
| YTD | -16.6% | +10.5% | -27.1% | -18.8% |
| 1Y | -12.8% | +3.2% | -16.0% | -14.0% |
| 3Y | -0.8% | +49.0% | -49.9% | -13.5% |
| 5Y | -25.8% | +4.5% | -30.3% | -26.2% |
| All | -25.8% | +5.0% | -30.8% | -26.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling