-14.9%
DPZ vs ELF
+29.9%
-44.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.7% | -7.9% | -2.7% |
| 7D | +6.6% | +4.0% | +2.6% | +6.2% |
| 30D | +10.3% | +10.6% | -0.3% | +9.2% |
| 3M | -6.2% | +25.8% | -32.0% | -8.2% |
| 6M | +4.2% | +89.1% | -84.8% | -1.7% |
| YTD | -18.4% | +52.7% | -71.1% | -22.2% |
| 1Y | -14.9% | +51.7% | -66.7% | -18.9% |
| All | -14.9% | +29.9% | -44.8% | -18.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling