+491.9%
DPZ vs ESI
+201.5%
+290.4%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -4.6% | +10.1% | +6.0% |
| 7D | +10.1% | -6.6% | +16.7% | +10.9% |
| 30D | +14.6% | -10.9% | +25.5% | +16.0% |
| 3M | -6.8% | -13.8% | +7.1% | -5.4% |
| 6M | +4.4% | -21.5% | +25.9% | +6.3% |
| YTD | -16.8% | +34.7% | -51.5% | -22.1% |
| 1Y | -14.5% | +24.9% | -39.4% | -19.1% |
| 3Y | -1.1% | +78.7% | -79.8% | -12.0% |
| 5Y | -28.0% | +36.4% | -64.3% | -34.4% |
| 10Y | +130.2% | +358.5% | -228.2% | +77.9% |
| All | +491.9% | +201.5% | +290.4% | +370.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling