+149.2%
DPZ vs ELF
+373.5%
-224.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.9% | +3.5% | +5.3% |
| 7D | +10.1% | -1.5% | +11.6% | +10.2% |
| 30D | +14.6% | +9.5% | +5.1% | +13.9% |
| 3M | -6.8% | +29.4% | -36.1% | -8.4% |
| 6M | +4.4% | +83.7% | -79.3% | +0.1% |
| YTD | -16.8% | +49.4% | -66.3% | -19.5% |
| 1Y | -14.5% | -3.9% | -10.5% | -15.5% |
| 3Y | -1.1% | +18.2% | -19.3% | -6.8% |
| 5Y | -28.0% | +276.1% | -304.1% | -38.8% |
| 10Y | +130.2% | +332.4% | -202.1% | +80.3% |
| All | +149.2% | +373.5% | -224.3% | +95.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling