+53.4%
EFA vs DPZ
-34.0%
+87.3%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.0% | -0.4% |
| 7D | -0.5% | -7.3% | +6.8% | +0.8% |
| 30D | -1.3% | -7.6% | +6.2% | -0.1% |
| 3M | +5.2% | +1.8% | +3.4% | +4.4% |
| 6M | +9.4% | -21.8% | +31.2% | +14.0% |
| YTD | +12.7% | -22.0% | +34.7% | +17.4% |
| 1Y | +19.3% | -28.6% | +47.9% | +26.4% |
| 3Y | +66.3% | -13.1% | +79.4% | +66.3% |
| 5Y | +53.4% | -33.2% | +86.6% | +60.7% |
| All | +53.4% | -34.0% | +87.3% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling