+52.7%
EWJ vs DPZ
-30.2%
+82.9%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | -0.1% |
| 7D | +2.9% | -1.5% | +4.3% | +3.1% |
| 30D | +1.1% | -4.4% | +5.5% | +1.7% |
| 3M | +7.1% | +7.6% | -0.5% | +5.5% |
| 6M | +16.2% | -16.9% | +33.1% | +19.4% |
| YTD | +22.0% | -18.6% | +40.6% | +25.6% |
| 1Y | +26.2% | -26.7% | +52.9% | +32.4% |
| 3Y | +73.5% | -9.3% | +82.8% | +72.9% |
| 5Y | +52.7% | -31.0% | +83.7% | +59.9% |
| All | +52.7% | -30.2% | +82.9% | +59.9% |
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