-28.8%
DPZ vs ELF
+259.0%
-287.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.1% | -3.8% | -1.9% |
| 7D | -2.5% | +5.4% | -7.9% | -2.9% |
| 30D | -7.0% | +27.0% | -33.9% | -8.7% |
| 3M | +11.6% | +113.2% | -101.6% | +5.4% |
| 6M | -15.2% | +36.6% | -51.7% | -17.6% |
| YTD | -17.2% | +44.2% | -61.5% | -20.1% |
| 1Y | -24.8% | -18.0% | -6.9% | -25.1% |
| 3Y | -8.7% | -19.9% | +11.3% | -13.1% |
| All | -28.8% | +259.0% | -287.8% | -54.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling