-15.2%
DPZ vs EFV
+11.9%
-27.1%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -2.5% | +1.5% | -4.0% | -2.8% |
| 30D | -7.0% | +1.7% | -8.7% | -7.2% |
| 3M | +11.6% | +8.6% | +3.0% | +9.9% |
| 6M | -15.2% | +11.7% | -26.8% | -17.8% |
| All | -15.2% | +11.9% | -27.1% | -17.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling