-8.4%
DPZ vs EFX
-11.7%
+3.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -0.2% |
| 7D | -2.5% | -8.6% | +6.1% | -0.5% |
| 30D | -7.0% | +0.1% | -7.1% | -7.1% |
| 3M | +11.6% | +3.8% | +7.8% | +10.4% |
| 6M | -15.2% | -13.5% | -1.7% | -13.4% |
| YTD | -17.2% | -17.7% | +0.4% | -14.9% |
| 1Y | -24.8% | -25.6% | +0.7% | -21.4% |
| All | -8.4% | -11.7% | +3.3% | -9.2% |
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