+132.0%
DPZ vs EFV
+161.2%
-29.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -3.5% | -1.0% | -2.6% | -3.2% |
| 30D | +5.7% | +3.1% | +2.6% | +4.3% |
| 3M | -7.5% | -1.2% | -6.2% | -7.0% |
| 6M | +6.2% | +5.6% | +0.6% | +3.6% |
| YTD | -19.8% | +15.8% | -35.6% | -25.0% |
| 1Y | -18.0% | +20.0% | -38.0% | -24.5% |
| 3Y | -8.8% | +91.0% | -99.7% | -31.3% |
| 5Y | -30.2% | +93.7% | -123.8% | -48.2% |
| 10Y | +132.0% | +160.9% | -28.9% | +57.0% |
| All | +132.0% | +161.2% | -29.2% | +57.0% |
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