+100.5%
ENB vs DPZ
+143.2%
-42.7%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -4.2% | +3.5% | -0.2% |
| 7D | -0.3% | -7.3% | +7.0% | +0.5% |
| 30D | -1.1% | -7.6% | +6.5% | -0.3% |
| 3M | -8.5% | +1.8% | -10.3% | -8.9% |
| 6M | -4.5% | -21.8% | +17.3% | -2.2% |
| YTD | +9.1% | -22.0% | +31.1% | +11.8% |
| 1Y | +8.0% | -28.6% | +36.6% | +11.7% |
| 3Y | +77.8% | -13.1% | +90.9% | +78.1% |
| 5Y | +69.4% | -33.2% | +102.6% | +71.5% |
| 10Y | +100.5% | +147.0% | -46.5% | +62.4% |
| All | +100.5% | +143.2% | -42.7% | +62.4% |
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