+1,251.6%
ENB vs DPZ
+5,341.2%
-4,089.6%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -2.2% | -0.4% | -2.2% |
| 7D | -5.2% | +6.6% | -11.8% | -6.1% |
| 30D | +2.2% | +10.3% | -8.1% | +0.6% |
| 3M | -8.1% | -6.2% | -1.9% | -7.3% |
| 6M | -11.2% | +4.2% | -15.4% | -12.2% |
| YTD | +2.0% | -18.4% | +20.4% | +4.5% |
| 1Y | +4.1% | -14.9% | +19.0% | +5.9% |
| 3Y | +64.7% | -4.6% | +69.4% | +62.6% |
| 5Y | +46.6% | -27.4% | +74.0% | +49.0% |
| 10Y | +102.7% | +125.9% | -23.2% | +63.9% |
| All | +1,251.6% | +5,341.2% | -4,089.6% | +529.8% |
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