+124.0%
DPZ vs ESI
+312.6%
-188.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.4% |
| 7D | +6.6% | -8.5% | +15.1% | +7.8% |
| 30D | +10.3% | -15.7% | +25.9% | +12.7% |
| 3M | -6.2% | -18.2% | +12.1% | -3.9% |
| 6M | +4.2% | -28.8% | +33.1% | +8.1% |
| YTD | -18.4% | +26.3% | -44.7% | -24.7% |
| 1Y | -14.9% | +18.2% | -33.2% | -20.6% |
| 3Y | -4.6% | +68.1% | -72.7% | -18.0% |
| 5Y | -27.4% | +28.8% | -56.2% | -35.7% |
| All | +124.0% | +312.6% | -188.6% | +52.3% |
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