+1,028.5%
ELV vs DPZ
+5,417.8%
-4,389.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.7% | 0.0% | -1.4% |
| 7D | +3.3% | -2.5% | +5.9% | +3.8% |
| 30D | +4.2% | -7.0% | +11.1% | +5.6% |
| 3M | -0.1% | +11.6% | -11.7% | -2.6% |
| 6M | +41.3% | -15.2% | +56.4% | +45.0% |
| YTD | +17.4% | -17.2% | +34.7% | +21.0% |
| 1Y | +35.1% | -24.8% | +59.9% | +41.7% |
| 3Y | -3.2% | -8.7% | +5.4% | -3.9% |
| 5Y | +15.6% | -28.9% | +44.5% | +18.8% |
| 10Y | +276.8% | +153.6% | +123.1% | +179.5% |
| All | +1,028.5% | +5,417.8% | -4,389.3% | +250.3% |
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