+1,047.9%
ECL vs DPZ
+5,417.8%
-4,369.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.5% |
| 7D | -2.6% | -2.5% | -0.1% | -2.0% |
| 30D | -2.2% | -7.0% | +4.8% | -0.6% |
| 3M | +10.1% | +11.6% | -1.5% | +7.0% |
| 6M | -5.7% | -15.2% | +9.4% | -2.6% |
| YTD | +7.0% | -17.2% | +24.2% | +11.0% |
| 1Y | +2.7% | -24.8% | +27.5% | +8.8% |
| 3Y | +57.7% | -8.7% | +66.4% | +57.3% |
| 5Y | +31.1% | -28.9% | +60.0% | +36.4% |
| 10Y | +150.9% | +153.6% | -2.8% | +84.3% |
| All | +1,047.9% | +5,417.8% | -4,369.9% | +257.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling