-14.9%
DPZ vs ESI
+16.5%
-31.4%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -1.9% |
| 7D | +6.6% | -8.5% | +15.1% | +5.6% |
| 30D | +10.3% | -15.7% | +25.9% | +8.7% |
| 3M | -6.2% | -18.2% | +12.1% | -7.6% |
| 6M | +4.2% | -28.8% | +33.1% | +2.5% |
| YTD | -18.4% | +26.3% | -44.7% | -26.2% |
| 1Y | -14.9% | +18.2% | -33.2% | -22.0% |
| All | -14.9% | +16.5% | -31.4% | -22.0% |
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