-8.2%
DPZ vs EFV
+93.8%
-102.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.7% |
| 3M | +11.6% | +8.6% | +3.0% | +7.1% |
| 6M | -15.2% | +11.7% | -26.8% | -19.9% |
| YTD | -17.2% | +19.3% | -36.5% | -25.0% |
| 1Y | -24.8% | +30.2% | -55.1% | -35.3% |
| All | -8.2% | +93.8% | -102.0% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling