-31.5%
ELAN vs DPZ
-34.0%
+2.5%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.5% |
| 7D | -6.4% | -8.6% | +2.2% | -3.5% |
| 30D | +0.6% | -11.2% | +11.8% | +4.7% |
| 3M | 0.0% | +1.4% | -1.5% | -1.0% |
| 6M | -3.4% | -19.9% | +16.5% | +3.7% |
| YTD | +1.0% | -23.0% | +24.0% | +9.8% |
| 1Y | +24.7% | -28.2% | +52.9% | +38.7% |
| 3Y | +97.2% | -14.2% | +111.4% | +99.9% |
| 5Y | -31.5% | -33.4% | +1.9% | -27.7% |
| All | -31.5% | -34.0% | +2.5% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling