+98.3%
ENB vs DPZ
+125.0%
-26.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -3.7% | +3.7% | -7.3% | -4.1% |
| 30D | +1.7% | +8.0% | -6.3% | +0.8% |
| 3M | -6.3% | -4.2% | -2.1% | -6.0% |
| 6M | -9.2% | +4.6% | -13.8% | -9.9% |
| YTD | +3.1% | -18.4% | +21.5% | +5.0% |
| 1Y | +3.4% | -16.8% | +20.1% | +5.0% |
| 3Y | +68.9% | -5.0% | +74.0% | +67.5% |
| 5Y | +51.7% | -27.8% | +79.5% | +52.3% |
| 10Y | +98.3% | +121.1% | -22.7% | +70.3% |
| All | +98.3% | +125.0% | -26.7% | +70.3% |
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 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