+124.0%
DPZ vs ELF
+337.1%
-213.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.5% |
| 7D | +6.6% | +4.0% | +2.6% | +6.3% |
| 30D | +10.3% | +10.6% | -0.3% | +9.5% |
| 3M | -6.2% | +25.8% | -32.0% | -7.7% |
| 6M | +4.2% | +89.1% | -84.8% | -0.3% |
| YTD | -18.4% | +52.7% | -71.1% | -21.2% |
| 1Y | -14.9% | +51.7% | -66.7% | -17.9% |
| 3Y | -4.6% | +14.2% | -18.9% | -10.0% |
| 5Y | -27.4% | +270.7% | -298.1% | -38.6% |
| All | +124.0% | +337.1% | -213.1% | +74.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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