+174.8%
EXE vs DPZ
-9.8%
+184.6%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -4.2% | +2.6% | -1.2% |
| 7D | -2.7% | -7.3% | +4.6% | -2.0% |
| 30D | -0.4% | -7.6% | +7.2% | +0.4% |
| 3M | +9.5% | +1.8% | +7.7% | +9.0% |
| 6M | -9.3% | -21.8% | +12.5% | -7.1% |
| YTD | -10.9% | -22.0% | +11.1% | -8.7% |
| 1Y | +4.3% | -28.6% | +32.9% | +8.0% |
| 3Y | +18.8% | -13.1% | +31.9% | +19.2% |
| 5Y | +101.4% | -33.2% | +134.6% | +101.3% |
| All | +174.8% | -9.8% | +184.6% | +183.6% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling