+5,622.1%
DPZ vs EXPD
+887.4%
+4,734.8%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.9% | -2.6% | -2.1% |
| 7D | -2.5% | -1.1% | -1.4% | -2.1% |
| 30D | -7.0% | +4.1% | -11.0% | -8.5% |
| 3M | +11.6% | +17.9% | -6.3% | +4.2% |
| 6M | -15.2% | +29.2% | -44.4% | -23.9% |
| YTD | -17.2% | +27.4% | -44.6% | -26.2% |
| 1Y | -24.8% | +56.8% | -81.7% | -38.7% |
| 3Y | -8.7% | +68.0% | -76.7% | -28.9% |
| 5Y | -28.9% | +61.9% | -90.8% | -45.2% |
| 10Y | +153.6% | +316.0% | -162.4% | +22.8% |
| All | +5,622.1% | +887.4% | +4,734.8% | +1,771.6% |
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