-1.4%
ELV vs DPZ
-6.8%
+5.4%
-50.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -1.2% | +4.0% | +2.9% |
| 7D | +3.8% | +2.2% | +1.7% | +3.6% |
| 30D | +4.1% | +6.7% | -2.6% | +3.3% |
| 3M | +8.5% | -4.5% | +13.0% | +8.9% |
| 6M | +14.6% | +3.3% | +11.3% | +13.7% |
| YTD | +24.4% | -19.4% | +43.8% | +26.8% |
| 1Y | +44.2% | -17.3% | +61.5% | +46.4% |
| 3Y | -1.4% | -8.4% | +7.0% | +2.8% |
| All | -1.4% | -6.8% | +5.4% | +2.8% |
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