+138.9%
DPZ vs EXEL
+325.9%
-186.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.6% | +1.5% |
| 7D | -2.5% | +1.6% | -4.1% | -2.6% |
| 30D | +12.5% | +17.4% | -4.8% | +10.5% |
| 3M | -5.2% | +38.6% | -43.8% | -8.7% |
| 6M | +8.8% | +41.2% | -32.4% | +4.5% |
| YTD | -18.7% | +59.3% | -78.0% | -23.1% |
| 1Y | -15.7% | +60.2% | -75.9% | -20.4% |
| 3Y | -7.5% | +232.6% | -240.1% | -21.0% |
| 5Y | -30.1% | +285.9% | -315.9% | -41.7% |
| All | +138.9% | +325.9% | -186.9% | +88.6% |
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