+128.9%
DPZ vs EXPD
+313.3%
-184.5%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.7% | +1.5% |
| 7D | +9.5% | -4.8% | +14.3% | +10.8% |
| 30D | +12.8% | -1.5% | +14.3% | +13.1% |
| 3M | -6.2% | +4.1% | -10.3% | -7.5% |
| 6M | +4.3% | +24.0% | -19.8% | -2.2% |
| YTD | -16.6% | +27.4% | -44.0% | -23.1% |
| 1Y | -12.8% | +38.4% | -51.2% | -21.7% |
| 3Y | -0.8% | +73.2% | -74.0% | -18.0% |
| 5Y | -25.8% | +59.9% | -85.7% | -38.1% |
| All | +128.9% | +313.3% | -184.5% | +49.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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