-14.6%
DPZ vs EFX
-7.6%
-6.9%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.7% | +1.8% | +2.3% |
| 7D | +2.2% | -0.8% | +3.0% | +2.5% |
| 30D | +15.5% | +25.1% | -9.6% | +7.8% |
| 3M | -2.0% | +1.7% | -3.7% | -2.6% |
| 6M | +12.1% | +18.4% | -6.2% | +6.8% |
| YTD | -16.6% | -12.5% | -4.1% | -16.6% |
| 1Y | -14.6% | -8.1% | -6.5% | -17.7% |
| All | -14.6% | -7.6% | -6.9% | -17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling