+125.4%
EXPE vs DPZ
+129.5%
-4.1%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | -17.8% | -3.5% | -14.2% | -17.0% |
| 30D | -3.2% | +5.7% | -8.9% | -4.5% |
| 3M | -19.0% | -7.5% | -11.5% | -17.3% |
| 6M | +17.7% | +6.2% | +11.5% | +16.1% |
| YTD | -7.8% | -19.8% | +12.0% | -3.2% |
| 1Y | -1.4% | -18.0% | +16.6% | +3.0% |
| 3Y | +121.9% | -8.8% | +130.7% | +125.5% |
| 5Y | +44.3% | -30.2% | +74.5% | +49.3% |
| 10Y | +125.4% | +132.0% | -6.6% | +81.6% |
| All | +125.4% | +129.5% | -4.1% | +81.6% |
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 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