-14.6%
EW vs DPZ
-27.1%
+12.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.2% | +3.5% | +1.8% |
| 7D | +11.0% | +6.6% | +4.5% | +9.4% |
| 30D | +19.1% | +10.3% | +8.8% | +16.3% |
| 3M | +14.4% | -6.2% | +20.5% | +15.8% |
| 6M | +22.8% | +4.2% | +18.5% | +21.0% |
| YTD | +19.8% | -18.4% | +38.2% | +24.6% |
| 1Y | +23.9% | -14.9% | +38.8% | +27.4% |
| 3Y | +52.2% | -4.6% | +56.8% | +46.5% |
| All | -14.6% | -27.1% | +12.5% | -11.6% |
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