+5,666.8%
DPZ vs EXEL
+745.1%
+4,921.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -5.6% | +5.8% | +1.1% |
| 7D | +9.5% | +3.8% | +5.7% | +8.8% |
| 30D | +12.8% | +17.8% | -5.0% | +9.9% |
| 3M | -6.2% | +21.2% | -27.4% | -9.2% |
| 6M | +4.3% | +54.7% | -50.4% | -3.1% |
| YTD | -16.6% | +56.8% | -73.4% | -22.8% |
| 1Y | -12.8% | +70.2% | -83.0% | -20.5% |
| 3Y | -0.8% | +227.2% | -228.0% | -20.3% |
| 5Y | -25.8% | +254.9% | -280.7% | -41.9% |
| 10Y | +130.9% | +476.9% | -346.0% | +50.1% |
| All | +5,666.8% | +745.1% | +4,921.6% | +2,020.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling