+1,293.9%
EOG vs DPZ
+5,417.8%
-4,123.9%
-77.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.2% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | +8.2% | -7.0% | +15.1% | +9.7% |
| 3M | +3.8% | +11.6% | -7.8% | +0.8% |
| 6M | +15.3% | -15.2% | +30.5% | +18.5% |
| YTD | +41.7% | -17.2% | +59.0% | +46.2% |
| 1Y | +23.6% | -24.8% | +48.4% | +30.0% |
| 3Y | +23.3% | -8.7% | +31.9% | +21.9% |
| 5Y | +170.4% | -28.9% | +199.3% | +177.5% |
| 10Y | +125.5% | +153.6% | -28.1% | +56.0% |
| All | +1,293.9% | +5,417.8% | -4,123.9% | +240.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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