+121.1%
DPZ vs EXEL
+445.6%
-324.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.1% | -3.1% | -0.4% |
| 7D | +3.7% | +2.3% | +1.4% | +3.4% |
| 30D | +8.0% | +19.8% | -11.8% | +5.9% |
| 3M | -4.2% | +32.7% | -36.9% | -7.2% |
| 6M | +4.6% | +49.0% | -44.4% | -0.1% |
| YTD | -18.4% | +63.7% | -82.1% | -23.1% |
| 1Y | -16.8% | +75.8% | -92.6% | -22.2% |
| 3Y | -5.0% | +241.3% | -246.3% | -18.8% |
| 5Y | -27.8% | +289.0% | -316.8% | -39.7% |
| 10Y | +121.1% | +377.6% | -256.6% | +79.2% |
| All | +121.1% | +445.6% | -324.5% | +79.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 10y: compounded portfolio wealth divided by compounded EXEL 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…
10y analysis · Full analysis span regression · 6 months rolling