+124.0%
DPZ vs EFV
+157.1%
-33.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.6% |
| 7D | +6.6% | -0.7% | +7.2% | +6.9% |
| 30D | +10.3% | +0.9% | +9.4% | +9.9% |
| 3M | -6.2% | -3.6% | -2.6% | -4.7% |
| 6M | +4.2% | +2.5% | +1.7% | +3.0% |
| YTD | -18.4% | +13.2% | -31.6% | -23.0% |
| 1Y | -14.9% | +20.3% | -35.3% | -21.8% |
| 3Y | -4.6% | +84.9% | -89.5% | -27.1% |
| 5Y | -27.4% | +87.7% | -115.1% | -45.5% |
| All | +124.0% | +157.1% | -33.2% | +52.8% |
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