+317.9%
EFA vs DPZ
+5,462.3%
-5,144.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.5% | -2.4% | -0.4% |
| 7D | +2.2% | +2.2% | 0.0% | +1.7% |
| 30D | +1.4% | +15.5% | -14.1% | -2.1% |
| 3M | -4.2% | -2.0% | -2.2% | -4.0% |
| 6M | +1.9% | +12.1% | -10.2% | -1.6% |
| YTD | +10.2% | -16.6% | +26.8% | +13.6% |
| 1Y | +12.8% | -14.6% | +27.4% | +15.6% |
| 3Y | +65.2% | -4.1% | +69.3% | +61.9% |
| 5Y | +49.8% | -28.3% | +78.1% | +54.6% |
| 10Y | +145.2% | +141.3% | +3.9% | +73.6% |
| All | +317.9% | +5,462.3% | -5,144.4% | +16.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling