+39.5%
EXPE vs DPZ
-27.1%
+66.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.2% | -2.7% | -4.0% |
| 7D | -9.3% | +6.6% | -15.9% | -11.5% |
| 30D | +0.1% | +10.3% | -10.1% | -3.6% |
| 3M | -15.3% | -6.2% | -9.2% | -13.1% |
| 6M | +5.5% | +4.2% | +1.2% | +3.7% |
| YTD | -8.0% | -18.4% | +10.4% | -1.1% |
| 1Y | +18.9% | -14.9% | +33.8% | +25.8% |
| 3Y | +135.5% | -4.6% | +140.2% | +132.2% |
| All | +39.5% | -27.1% | +66.6% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling