+21.2%
EXE vs DPZ
-4.7%
+25.9%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.5% | -1.7% | +0.7% |
| 7D | +5.3% | +2.2% | +3.1% | +5.2% |
| 30D | -2.2% | +15.5% | -17.7% | -3.2% |
| 3M | -5.9% | -2.0% | -3.9% | -5.7% |
| 6M | -5.7% | +12.1% | -17.9% | -6.8% |
| YTD | -17.8% | -16.6% | -1.3% | -16.3% |
| 1Y | -23.1% | -14.6% | -8.6% | -22.0% |
| 3Y | +21.2% | -4.1% | +25.3% | +20.4% |
| All | +21.2% | -4.7% | +25.9% | +20.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling