+138.0%
EWJ vs DPZ
+148.6%
-10.6%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.2% | -0.4% |
| 7D | +1.0% | -7.3% | +8.3% | +2.0% |
| 30D | +1.0% | -7.6% | +8.6% | +1.9% |
| 3M | +7.2% | +1.8% | +5.4% | +6.6% |
| 6M | +13.9% | -21.8% | +35.7% | +17.2% |
| YTD | +20.8% | -22.0% | +42.8% | +24.3% |
| 1Y | +26.4% | -28.6% | +55.0% | +31.5% |
| 3Y | +71.8% | -13.1% | +84.8% | +72.7% |
| 5Y | +49.9% | -33.2% | +83.1% | +53.5% |
| All | +138.0% | +148.6% | -10.6% | +105.1% |
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