+136.7%
EWJ vs DPZ
+145.4%
-8.7%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.3% | +0.7% | -0.4% |
| 7D | -1.5% | -8.6% | +7.1% | -0.4% |
| 30D | +0.2% | -11.2% | +11.4% | +1.6% |
| 3M | +8.6% | +1.4% | +7.2% | +8.0% |
| 6M | +12.1% | -19.9% | +32.0% | +15.0% |
| YTD | +20.1% | -23.0% | +43.1% | +23.7% |
| 1Y | +25.2% | -28.2% | +53.4% | +30.1% |
| 3Y | +70.8% | -14.2% | +85.0% | +72.0% |
| 5Y | +49.2% | -33.4% | +82.6% | +52.9% |
| All | +136.7% | +145.4% | -8.7% | +104.2% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling