+121.7%
EW vs DPZ
+150.4%
-28.7%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.7% | -1.9% | -3.2% |
| 7D | -4.4% | -1.5% | -3.0% | -4.1% |
| 30D | -3.3% | -4.4% | +1.1% | -2.4% |
| 3M | +1.0% | +7.6% | -6.6% | -1.0% |
| 6M | +6.2% | -16.9% | +23.2% | +10.1% |
| YTD | +1.7% | -18.6% | +20.3% | +5.8% |
| 1Y | +8.1% | -26.7% | +34.8% | +15.0% |
| 3Y | +17.1% | -9.3% | +26.4% | +16.1% |
| 5Y | -29.4% | -31.0% | +1.7% | -26.7% |
| 10Y | +121.7% | +152.4% | -30.6% | +61.0% |
| All | +121.7% | +150.4% | -28.7% | +61.0% |
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 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