+155.0%
DPZ vs EFV
+165.7%
-10.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +1.5% | -4.0% | -3.2% |
| 30D | -7.0% | +1.7% | -8.7% | -7.6% |
| 3M | +11.6% | +8.6% | +3.0% | +7.6% |
| 6M | -15.2% | +11.7% | -26.8% | -19.3% |
| YTD | -17.2% | +19.3% | -36.5% | -23.6% |
| 1Y | -24.8% | +30.2% | -55.1% | -33.2% |
| 3Y | -8.7% | +91.6% | -100.2% | -31.4% |
| 5Y | -28.9% | +96.4% | -125.3% | -47.8% |
| All | +155.0% | +165.7% | -10.7% | +63.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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