-16.2%
DPZ vs ESI
+19.1%
-35.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.2% | +0.5% |
| 7D | +3.7% | -3.5% | +7.1% | +3.3% |
| 30D | +8.0% | -9.3% | +17.3% | +7.2% |
| 3M | -4.2% | -12.8% | +8.6% | -5.1% |
| 6M | +4.6% | -24.6% | +29.2% | +3.2% |
| YTD | -18.4% | +32.7% | -51.2% | -25.3% |
| All | -16.2% | +19.1% | -35.3% | -21.8% |
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