+150.1%
EXE vs DPZ
-6.8%
+157.0%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.4% |
| 7D | -2.2% | +2.2% | -4.4% | -2.4% |
| 30D | -0.3% | +6.7% | -7.0% | -1.0% |
| 3M | -9.3% | -4.5% | -4.8% | -9.0% |
| 6M | -7.2% | +3.3% | -10.5% | -7.9% |
| YTD | -18.9% | -19.4% | +0.5% | -17.2% |
| 1Y | -21.7% | -17.3% | -4.4% | -20.4% |
| 3Y | +21.0% | -8.4% | +29.4% | +20.6% |
| 5Y | +76.0% | -28.2% | +104.2% | +74.8% |
| All | +150.1% | -6.8% | +157.0% | +157.0% |
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 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