-7.5%
ELV vs DPZ
-12.8%
+5.3%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.2% | +2.9% | -0.8% |
| 7D | -2.2% | -7.3% | +5.1% | -1.4% |
| 30D | -0.2% | -7.6% | +7.4% | +0.6% |
| 3M | -6.1% | +1.8% | -7.9% | -6.6% |
| 6M | +42.8% | -21.8% | +64.6% | +46.3% |
| YTD | +14.4% | -22.0% | +36.4% | +17.1% |
| 1Y | +28.6% | -28.6% | +57.2% | +33.2% |
| All | -7.5% | -12.8% | +5.3% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling