+155.0%
DPZ vs EXEL
+400.1%
-245.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.7% |
| 7D | -2.5% | +8.4% | -10.9% | -3.4% |
| 30D | -7.0% | +4.1% | -11.0% | -7.4% |
| 3M | +11.6% | +12.4% | -0.8% | +10.2% |
| 6M | -15.2% | +41.5% | -56.7% | -18.4% |
| YTD | -17.2% | +34.6% | -51.9% | -20.1% |
| 1Y | -24.8% | +57.9% | -82.7% | -28.8% |
| 3Y | -8.7% | +159.5% | -168.2% | -19.1% |
| 5Y | -28.9% | +198.5% | -227.4% | -38.5% |
| All | +155.0% | +400.1% | -245.1% | +109.4% |
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