+252.7%
ELV vs DPZ
+148.6%
+104.1%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.6% |
| 7D | -2.2% | -7.3% | +5.1% | -1.1% |
| 30D | -0.2% | -7.6% | +7.4% | +0.9% |
| 3M | -6.1% | +1.8% | -7.9% | -6.6% |
| 6M | +42.8% | -21.8% | +64.6% | +47.6% |
| YTD | +14.4% | -22.0% | +36.4% | +18.1% |
| 1Y | +28.6% | -28.6% | +57.2% | +34.6% |
| 3Y | -7.4% | -13.1% | +5.7% | -7.1% |
| 5Y | +14.5% | -33.2% | +47.7% | +18.6% |
| All | +252.7% | +148.6% | +104.1% | +171.0% |
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