-14.5%
DPZ vs ESI
+27.8%
-42.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.1% | +5.0% |
| 7D | +10.1% | -6.6% | +16.7% | +9.4% |
| 30D | +14.6% | -10.9% | +25.5% | +13.5% |
| 3M | -6.8% | -13.8% | +7.1% | -7.6% |
| 6M | +4.4% | -21.5% | +25.9% | +3.0% |
| YTD | -16.8% | +34.7% | -51.5% | -24.3% |
| 1Y | -14.5% | +24.9% | -39.4% | -20.9% |
| All | -14.5% | +27.8% | -42.3% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling