+128.9%
DPZ vs ELF
+313.4%
-184.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +0.5% |
| 7D | +9.5% | -2.7% | +12.2% | +9.7% |
| 30D | +12.8% | +6.9% | +5.9% | +12.3% |
| 3M | -6.2% | +27.2% | -33.4% | -7.8% |
| 6M | +4.3% | +84.9% | -80.6% | -0.1% |
| YTD | -16.6% | +44.5% | -61.1% | -19.2% |
| 1Y | -12.8% | -6.8% | -6.1% | -13.7% |
| 3Y | -0.8% | +14.2% | -15.1% | -6.5% |
| 5Y | -25.8% | +250.6% | -276.4% | -37.0% |
| All | +128.9% | +313.4% | -184.6% | +78.9% |
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