+142.8%
EFA vs DPZ
+141.0%
+1.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.8% | +2.8% | +1.3% |
| 7D | -1.5% | -8.6% | +7.1% | -0.2% |
| 30D | -1.7% | -11.9% | +10.2% | +0.2% |
| 3M | +3.5% | +0.4% | +3.1% | +3.0% |
| 6M | +9.5% | -19.9% | +29.4% | +12.8% |
| YTD | +12.9% | -24.4% | +37.3% | +17.3% |
| 1Y | +18.2% | -30.4% | +48.6% | +24.4% |
| 3Y | +64.8% | -17.4% | +82.2% | +66.9% |
| 5Y | +53.9% | -34.6% | +88.5% | +58.7% |
| All | +142.8% | +141.0% | +1.8% | +100.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling