-35.6%
ELAN vs DPZ
+21.6%
-57.2%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.8% | +3.2% | +1.9% |
| 7D | -5.4% | -8.6% | +3.2% | -2.9% |
| 30D | +4.7% | -11.9% | +16.6% | +8.5% |
| 3M | -3.7% | +0.4% | -4.1% | -4.1% |
| 6M | -1.2% | -19.9% | +18.7% | +4.7% |
| YTD | +2.4% | -24.4% | +26.8% | +10.2% |
| 1Y | +23.4% | -30.4% | +53.8% | +35.8% |
| 3Y | +96.7% | -17.4% | +114.0% | +103.1% |
| 5Y | -30.6% | -34.6% | +4.0% | -26.1% |
| All | -35.6% | +21.6% | -57.2% | -41.4% |
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