+2,939.6%
DPZ vs EFV
+245.4%
+2,694.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +1.4% |
| 7D | +9.5% | +0.3% | +9.2% | +9.3% |
| 30D | +12.8% | +1.2% | +11.6% | +12.0% |
| 3M | -6.2% | -2.1% | -4.2% | -5.0% |
| 6M | +4.3% | +6.4% | -2.2% | -0.1% |
| YTD | -16.6% | +14.8% | -31.4% | -24.1% |
| 1Y | -12.8% | +22.4% | -35.3% | -23.8% |
| 3Y | -0.8% | +86.6% | -87.4% | -34.1% |
| 5Y | -25.8% | +90.4% | -116.2% | -51.8% |
| 10Y | +130.9% | +164.4% | -33.6% | +13.9% |
| All | +2,939.6% | +245.4% | +2,694.2% | +1,098.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling