+124.0%
DPZ vs EXPD
+304.0%
-180.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.1% | -1.5% |
| 7D | +6.6% | -7.2% | +13.7% | +8.6% |
| 30D | +10.3% | -3.3% | +13.6% | +11.1% |
| 3M | -6.2% | +3.4% | -9.5% | -7.3% |
| 6M | +4.2% | +22.7% | -18.5% | -2.0% |
| YTD | -18.4% | +24.5% | -42.9% | -24.3% |
| 1Y | -14.9% | +38.6% | -53.6% | -23.7% |
| 3Y | -4.6% | +71.5% | -76.1% | -21.0% |
| 5Y | -27.4% | +56.2% | -83.6% | -39.1% |
| All | +124.0% | +304.0% | -180.1% | +47.4% |
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