-7.4%
DPZ vs ELF
+24.8%
-32.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.7% | -0.5% | -1.2% |
| 7D | +2.2% | +6.3% | -4.1% | +1.9% |
| 30D | +6.7% | +8.5% | -1.8% | +6.3% |
| 3M | -4.5% | +24.4% | -29.0% | -5.5% |
| 6M | +3.3% | +94.7% | -91.4% | +0.3% |
| YTD | -19.4% | +55.9% | -75.3% | -21.3% |
| 1Y | -17.3% | +48.4% | -65.7% | -19.1% |
| All | -7.4% | +24.8% | -32.2% | -21.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling