-12.8%
DPZ vs ESTC
-4.6%
-8.3%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.1% | +6.4% | +0.6% |
| 7D | +9.5% | -18.5% | +28.0% | +10.6% |
| 30D | +12.8% | -11.0% | +23.8% | +13.3% |
| 3M | -6.2% | +20.8% | -27.0% | -7.1% |
| 6M | +4.3% | +67.9% | -63.6% | +2.7% |
| YTD | -16.6% | +11.6% | -28.2% | -18.4% |
| 1Y | -12.8% | -3.3% | -9.6% | -14.6% |
| All | -12.8% | -4.6% | -8.3% | -14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 ESTC 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