+84.9%
EWT vs DPZ
-29.3%
+114.2%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.8% | +3.6% | +1.5% |
| 7D | -1.1% | -8.6% | +7.5% | -2.5% |
| 30D | +4.5% | -11.9% | +16.4% | +2.5% |
| 3M | +8.3% | +0.4% | +7.9% | +8.4% |
| 6M | +54.2% | -19.9% | +74.1% | +54.5% |
| YTD | +74.6% | -24.4% | +99.0% | +74.0% |
| 1Y | +84.9% | -30.4% | +115.3% | +83.3% |
| All | +84.9% | -29.3% | +114.2% | +83.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling