+212.0%
EWJ vs DPZ
+5,324.1%
-5,112.1%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.0% |
| 7D | +3.6% | -2.5% | +6.1% | +4.1% |
| 30D | -6.0% | +12.5% | -18.6% | -8.2% |
| 3M | -6.5% | -5.2% | -1.3% | -5.8% |
| 6M | -0.1% | +8.8% | -8.9% | -2.4% |
| YTD | +13.9% | -18.7% | +32.6% | +17.3% |
| 1Y | +13.1% | -15.7% | +28.8% | +15.6% |
| 3Y | +65.0% | -7.5% | +72.5% | +63.5% |
| 5Y | +47.0% | -30.1% | +77.1% | +51.5% |
| 10Y | +125.5% | +135.3% | -9.8% | +71.3% |
| All | +212.0% | +5,324.1% | -5,112.1% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling