-27.5%
DPZ vs EFX
-31.2%
+3.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | 0.0% | -1.5% |
| 7D | +6.6% | +2.7% | +3.9% | +5.7% |
| 30D | +10.3% | +33.1% | -22.8% | +1.0% |
| 3M | -6.2% | +8.2% | -14.3% | -8.7% |
| 6M | +4.2% | +10.2% | -5.9% | +0.6% |
| YTD | -18.4% | -11.8% | -6.6% | -16.9% |
| 1Y | -14.9% | -6.1% | -8.8% | -15.0% |
| 3Y | -4.6% | +7.5% | -12.1% | -14.1% |
| All | -27.5% | -31.2% | +3.7% | -21.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling