+5,650.9%
DPZ vs EXPD
+933.8%
+4,717.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -3.2% | +8.7% | +6.7% |
| 7D | +10.1% | +0.3% | +9.8% | +9.9% |
| 30D | +14.6% | +1.8% | +12.8% | +13.6% |
| 3M | -6.8% | +8.9% | -15.7% | -10.2% |
| 6M | +4.4% | +42.2% | -37.8% | -10.0% |
| YTD | -16.8% | +33.4% | -50.2% | -27.3% |
| 1Y | -14.5% | +47.2% | -61.6% | -28.3% |
| 3Y | -1.1% | +81.3% | -82.4% | -25.5% |
| 5Y | -28.0% | +60.2% | -88.2% | -44.2% |
| 10Y | +130.2% | +339.5% | -209.3% | +8.8% |
| All | +5,650.9% | +933.8% | +4,717.1% | +1,742.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling