-7.8%
DPZ vs ESI
+84.3%
-92.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.0% | -4.4% | -0.6% |
| 7D | -3.5% | +1.8% | -5.4% | -3.7% |
| 30D | +5.7% | -6.6% | +12.3% | +6.0% |
| 3M | -7.5% | -9.4% | +1.9% | -7.0% |
| 6M | +6.2% | -24.1% | +30.3% | +8.3% |
| YTD | -19.8% | +37.1% | -56.9% | -28.0% |
| 1Y | -18.0% | +24.5% | -42.5% | -25.0% |
| All | -7.8% | +84.3% | -92.1% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling