+5,630.6%
DPZ vs EXR
+2,662.2%
+2,968.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.2% |
| 7D | -2.5% | -2.6% | 0.0% | -1.6% |
| 30D | -7.0% | -7.2% | +0.2% | -4.3% |
| 3M | +11.6% | -3.5% | +15.1% | +13.2% |
| 6M | -15.2% | -5.3% | -9.9% | -13.4% |
| YTD | -17.2% | +9.4% | -26.6% | -20.3% |
| 1Y | -24.8% | +1.3% | -26.2% | -25.6% |
| 3Y | -8.7% | +22.4% | -31.1% | -18.5% |
| 5Y | -28.9% | -12.2% | -16.7% | -29.8% |
| 10Y | +153.6% | +148.6% | +5.1% | +50.0% |
| All | +5,630.6% | +2,662.2% | +2,968.4% | +1,088.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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