+855.0%
EXPE vs DPZ
+2,972.0%
-2,116.9%
-82.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -9.5% | -2.5% | -7.0% | -8.8% |
| 30D | -6.6% | -7.0% | +0.3% | -4.4% |
| 3M | +31.4% | +11.6% | +19.8% | +26.9% |
| 6M | +35.2% | -15.2% | +50.4% | +41.7% |
| YTD | +5.8% | -17.2% | +23.1% | +11.6% |
| 1Y | +38.7% | -24.8% | +63.5% | +50.8% |
| 3Y | +175.8% | -8.7% | +184.4% | +178.4% |
| 5Y | +111.8% | -28.9% | +140.8% | +125.7% |
| 10Y | +179.7% | +153.6% | +26.1% | +81.3% |
| All | +855.0% | +2,972.0% | -2,116.9% | +119.4% |
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 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