+145.0%
DPZ vs EFV
+163.3%
-18.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.2% | +2.4% |
| 7D | +2.2% | +2.5% | -0.3% | +1.1% |
| 30D | +15.5% | +2.9% | +12.6% | +14.1% |
| 3M | -2.0% | -1.4% | -0.6% | -1.4% |
| 6M | +12.1% | +5.5% | +6.6% | +9.5% |
| YTD | -16.6% | +16.1% | -32.7% | -22.1% |
| 1Y | -14.6% | +20.3% | -34.8% | -21.4% |
| 3Y | -4.1% | +90.4% | -94.6% | -27.7% |
| 5Y | -28.3% | +93.5% | -121.8% | -46.8% |
| All | +145.0% | +163.3% | -18.3% | +66.7% |
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