+145.0%
DPZ vs EXEL
+320.7%
-175.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.8% | +2.7% |
| 7D | +2.2% | -0.8% | +3.0% | +2.3% |
| 30D | +15.5% | +13.1% | +2.4% | +13.9% |
| 3M | -2.0% | +36.3% | -38.3% | -5.4% |
| 6M | +12.1% | +34.5% | -22.4% | +8.3% |
| YTD | -16.6% | +57.4% | -74.0% | -21.1% |
| 1Y | -14.6% | +62.9% | -77.5% | -19.5% |
| 3Y | -4.1% | +229.5% | -233.7% | -18.0% |
| 5Y | -28.3% | +281.2% | -309.5% | -40.2% |
| All | +145.0% | +320.7% | -175.7% | +93.6% |
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