+155.0%
DPZ vs ESI
+316.2%
-161.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.9% | -4.7% | -2.2% |
| 7D | -2.5% | +3.3% | -5.9% | -3.1% |
| 30D | -7.0% | -5.9% | -1.1% | -6.2% |
| 3M | +11.6% | -14.1% | +25.7% | +13.2% |
| 6M | -15.2% | +6.6% | -21.7% | -18.0% |
| YTD | -17.2% | +45.0% | -62.3% | -24.7% |
| 1Y | -24.8% | +41.5% | -66.3% | -31.5% |
| 3Y | -8.7% | +78.8% | -87.4% | -21.5% |
| 5Y | -28.9% | +70.9% | -99.8% | -39.3% |
| All | +155.0% | +316.2% | -161.2% | +75.6% |
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