+112.4%
ENB vs DPZ
+134.3%
-21.8%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.4% | -1.0% | +0.3% |
| 7D | 0.0% | -2.5% | +2.5% | +0.3% |
| 30D | +1.4% | +12.5% | -11.2% | 0.0% |
| 3M | -5.2% | -5.2% | 0.0% | -4.8% |
| 6M | -9.9% | +8.8% | -18.7% | -11.1% |
| YTD | +4.7% | -18.7% | +23.3% | +6.6% |
| 1Y | +2.8% | -15.7% | +18.4% | +4.2% |
| 3Y | +71.3% | -7.5% | +78.8% | +70.4% |
| 5Y | +58.6% | -30.1% | +88.7% | +59.6% |
| All | +112.4% | +134.3% | -21.8% | +80.7% |
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