+68.2%
EFA vs DPZ
-10.0%
+78.2%
-14.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.1% | -0.3% |
| 7D | +1.2% | -1.5% | +2.6% | +1.4% |
| 30D | -0.7% | -4.4% | +3.7% | -0.2% |
| 3M | +6.4% | +7.6% | -1.2% | +5.0% |
| 6M | +11.4% | -16.9% | +28.3% | +14.4% |
| YTD | +14.0% | -18.6% | +32.6% | +17.3% |
| 1Y | +20.2% | -26.7% | +46.9% | +25.9% |
| 3Y | +68.2% | -9.3% | +77.5% | +67.0% |
| All | +68.2% | -10.0% | +78.2% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling