+124.0%
DPZ vs EXEL
+461.0%
-337.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.3% | -3.4% | -2.3% |
| 7D | +6.6% | +0.3% | +6.3% | +6.5% |
| 30D | +10.3% | +19.0% | -8.8% | +8.2% |
| 3M | -6.2% | +33.3% | -39.4% | -9.1% |
| 6M | +4.2% | +42.9% | -38.6% | +0.1% |
| YTD | -18.4% | +58.7% | -77.1% | -22.7% |
| 1Y | -14.9% | +70.5% | -85.4% | -20.1% |
| 3Y | -4.6% | +233.8% | -238.5% | -18.1% |
| 5Y | -27.4% | +259.3% | -286.7% | -38.7% |
| All | +124.0% | +461.0% | -337.1% | +82.9% |
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