+239.8%
EW vs DPZ
+125.0%
+114.8%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +12.3% | +3.7% | +8.6% | +11.4% |
| 30D | +22.9% | +8.0% | +14.9% | +20.7% |
| 3M | +16.7% | -4.2% | +20.9% | +17.6% |
| 6M | +31.0% | +4.6% | +26.4% | +29.0% |
| YTD | +22.8% | -18.4% | +41.2% | +27.5% |
| 1Y | +25.6% | -16.8% | +42.3% | +29.6% |
| 3Y | +62.0% | -5.0% | +67.0% | +58.8% |
| 5Y | -12.8% | -27.8% | +15.0% | -10.5% |
| 10Y | +239.8% | +121.1% | +118.7% | +185.7% |
| All | +239.8% | +125.0% | +114.8% | +185.7% |
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 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