+144.5%
EXE vs DPZ
-5.7%
+150.2%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.6% | +1.6% |
| 7D | -3.9% | +3.7% | -7.6% | -4.3% |
| 30D | -2.6% | +8.0% | -10.6% | -3.4% |
| 3M | -6.9% | -4.2% | -2.7% | -6.6% |
| 6M | -9.3% | +4.6% | -13.9% | -10.0% |
| YTD | -20.7% | -18.4% | -2.3% | -19.2% |
| 1Y | -21.8% | -16.8% | -5.1% | -20.6% |
| 3Y | +16.2% | -5.0% | +21.2% | +15.4% |
| 5Y | +61.1% | -27.8% | +88.9% | +59.8% |
| All | +144.5% | -5.7% | +150.2% | +151.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling