-12.8%
DPZ vs ESI
+14.8%
-27.6%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -8.0% | +8.3% | -0.6% |
| 7D | +9.5% | -13.1% | +22.6% | +8.0% |
| 30D | +12.8% | -18.5% | +31.3% | +10.8% |
| 3M | -6.2% | -19.6% | +13.4% | -7.8% |
| 6M | +4.3% | -29.8% | +34.0% | +2.2% |
| YTD | -16.6% | +23.9% | -40.5% | -24.6% |
| 1Y | -12.8% | +15.0% | -27.8% | -20.0% |
| All | -12.8% | +14.8% | -27.6% | -20.0% |
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