+69.7%
ENB vs DPZ
-28.9%
+98.6%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.7% | +0.9% | -0.6% |
| 7D | -0.2% | -2.5% | +2.3% | +0.1% |
| 30D | -2.2% | -7.0% | +4.7% | -1.4% |
| 3M | -10.5% | +11.6% | -22.1% | -12.1% |
| 6M | -5.1% | -15.2% | +10.1% | -3.2% |
| YTD | +9.0% | -17.2% | +26.2% | +11.5% |
| 1Y | +8.2% | -24.8% | +33.1% | +12.2% |
| 3Y | +67.8% | -8.7% | +76.4% | +66.0% |
| All | +69.7% | -28.9% | +98.6% | +70.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling