+235.3%
EWJ vs DPZ
+5,417.8%
-5,182.5%
-54.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.7% | +2.1% | +0.7% |
| 7D | +2.5% | -2.5% | +5.1% | +3.0% |
| 30D | +3.3% | -7.0% | +10.2% | +4.6% |
| 3M | +5.0% | +11.6% | -6.6% | +2.3% |
| 6M | +11.5% | -15.2% | +26.7% | +14.3% |
| YTD | +22.4% | -17.2% | +39.6% | +25.9% |
| 1Y | +30.2% | -24.8% | +55.1% | +36.3% |
| 3Y | +72.8% | -8.7% | +81.5% | +71.9% |
| 5Y | +54.1% | -28.9% | +83.0% | +58.5% |
| 10Y | +140.6% | +153.6% | -13.0% | +80.0% |
| All | +235.3% | +5,417.8% | -5,182.5% | +17.2% |
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