+153.2%
ECL vs DPZ
+150.4%
+2.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -0.8% | -1.5% | +0.7% | -0.5% |
| 30D | -2.5% | -4.4% | +2.0% | -1.6% |
| 3M | +8.3% | +7.6% | +0.7% | +6.4% |
| 6M | -1.1% | -16.9% | +15.9% | +2.3% |
| YTD | +6.5% | -18.6% | +25.1% | +10.5% |
| 1Y | +2.1% | -26.7% | +28.7% | +8.0% |
| 3Y | +57.6% | -9.3% | +66.9% | +57.6% |
| 5Y | +28.1% | -31.0% | +59.1% | +32.0% |
| 10Y | +153.2% | +152.4% | +0.9% | +106.0% |
| All | +153.2% | +150.4% | +2.8% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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