+125.2%
EWJ vs DPZ
+134.3%
-9.1%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -0.9% |
| 7D | +3.6% | -2.5% | +6.1% | +4.0% |
| 30D | -6.0% | +12.5% | -18.6% | -7.4% |
| 3M | -6.5% | -5.2% | -1.3% | -6.0% |
| 6M | -0.1% | +8.8% | -8.9% | -1.7% |
| YTD | +13.9% | -18.7% | +32.6% | +16.4% |
| 1Y | +13.1% | -15.7% | +28.8% | +15.0% |
| 3Y | +65.0% | -7.5% | +72.5% | +64.5% |
| 5Y | +47.0% | -30.1% | +77.1% | +49.6% |
| All | +125.2% | +134.3% | -9.1% | +103.1% |
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