+128.9%
DPZ vs ESI
+304.8%
-175.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.3% | +1.4% |
| 7D | +9.5% | -13.1% | +22.6% | +11.6% |
| 30D | +12.8% | -18.5% | +31.3% | +15.8% |
| 3M | -6.2% | -19.6% | +13.4% | -3.7% |
| 6M | +4.3% | -29.8% | +34.0% | +8.3% |
| YTD | -16.6% | +23.9% | -40.5% | -22.8% |
| 1Y | -12.8% | +15.0% | -27.8% | -18.3% |
| 3Y | -0.8% | +64.3% | -65.2% | -14.5% |
| 5Y | -25.8% | +26.3% | -52.1% | -34.1% |
| All | +128.9% | +304.8% | -175.9% | +56.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling