-33.4%
ELAN vs DPZ
+30.8%
-64.3%
-78.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.7% |
| 7D | +0.3% | -1.5% | +1.7% | +0.7% |
| 30D | +8.4% | -4.4% | +12.8% | +9.7% |
| 3M | +1.2% | +7.6% | -6.4% | -1.2% |
| 6M | +2.6% | -16.9% | +19.6% | +7.7% |
| YTD | +5.9% | -18.6% | +24.5% | +11.6% |
| 1Y | +25.8% | -26.7% | +52.5% | +36.4% |
| 3Y | +106.8% | -9.3% | +116.1% | +108.0% |
| 5Y | -29.3% | -31.0% | +1.7% | -26.0% |
| All | -33.4% | +30.8% | -64.3% | -40.6% |
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