+5,666.8%
DPZ vs EFX
+943.2%
+4,723.6%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.6% | -0.1% |
| 7D | +9.5% | +8.1% | +1.4% | +6.0% |
| 30D | +12.8% | +36.0% | -23.2% | -1.2% |
| 3M | -6.2% | +9.6% | -15.8% | -10.4% |
| 6M | +4.3% | +14.7% | -10.5% | -2.7% |
| YTD | -16.6% | -9.9% | -6.7% | -15.2% |
| 1Y | -12.8% | -5.4% | -7.4% | -13.2% |
| 3Y | -0.8% | +9.3% | -10.1% | -12.6% |
| 5Y | -25.8% | -29.1% | +3.3% | -22.8% |
| 10Y | +130.9% | +72.5% | +58.4% | +31.6% |
| All | +5,666.8% | +943.2% | +4,723.6% | +955.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling