-2.5%
DPZ vs EFX
+9.9%
-12.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | +0.1% |
| 7D | +9.5% | +8.1% | +1.4% | +7.4% |
| 30D | +12.8% | +36.0% | -23.2% | +4.4% |
| 3M | -6.2% | +9.6% | -15.8% | -8.6% |
| 6M | +4.3% | +14.7% | -10.5% | +0.4% |
| YTD | -16.6% | -9.9% | -6.7% | -16.3% |
| 1Y | -12.8% | -5.4% | -7.4% | -13.4% |
| All | -2.5% | +9.9% | -12.4% | -9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling