+2,874.2%
DPZ vs EFV
+240.5%
+2,633.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.3% |
| 7D | +6.6% | -0.7% | +7.2% | +7.0% |
| 30D | +10.3% | +0.9% | +9.4% | +9.7% |
| 3M | -6.2% | -3.6% | -2.6% | -4.0% |
| 6M | +4.2% | +2.5% | +1.7% | +2.3% |
| YTD | -18.4% | +13.2% | -31.6% | -25.1% |
| 1Y | -14.9% | +20.3% | -35.3% | -24.9% |
| 3Y | -4.6% | +84.9% | -89.5% | -36.3% |
| 5Y | -27.4% | +87.7% | -115.1% | -52.4% |
| 10Y | +125.9% | +160.7% | -34.8% | +12.4% |
| All | +2,874.2% | +240.5% | +2,633.6% | +1,083.2% |
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 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