-28.8%
DPZ vs EFV
+96.9%
-125.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -2.5% | +1.5% | -4.0% | -3.3% |
| 30D | -7.0% | +1.7% | -8.7% | -7.8% |
| 3M | +11.6% | +8.6% | +3.0% | +6.6% |
| 6M | -15.2% | +11.7% | -26.8% | -20.4% |
| YTD | -17.2% | +19.3% | -36.5% | -25.4% |
| 1Y | -24.8% | +30.2% | -55.1% | -35.6% |
| 3Y | -8.7% | +91.6% | -100.2% | -37.8% |
| All | -28.8% | +96.9% | -125.7% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling