+121.1%
DPZ vs EFX
+63.8%
+57.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | +0.1% |
| 7D | +3.7% | -2.2% | +5.8% | +4.2% |
| 30D | +8.0% | +29.2% | -21.2% | +1.4% |
| 3M | -4.2% | +3.5% | -7.6% | -5.2% |
| 6M | +4.6% | +7.8% | -3.2% | +2.2% |
| YTD | -18.4% | -12.4% | -6.0% | -17.1% |
| 1Y | -16.8% | -8.2% | -8.5% | -16.3% |
| 3Y | -5.0% | +4.7% | -9.7% | -9.6% |
| 5Y | -27.8% | -32.0% | +4.2% | -26.5% |
| 10Y | +121.1% | +69.1% | +52.0% | +80.1% |
| All | +121.1% | +63.8% | +57.2% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling