+119.3%
EWT vs DPZ
-29.5%
+148.8%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.4% | -4.3% | -3.1% |
| 7D | +13.2% | -2.5% | +15.7% | +13.5% |
| 30D | -14.3% | +12.5% | -26.8% | -15.6% |
| 3M | -8.4% | -5.2% | -3.2% | -7.9% |
| 6M | +3.7% | +8.8% | -5.1% | +1.6% |
| YTD | +53.1% | -18.7% | +71.7% | +57.9% |
| 1Y | +55.5% | -15.7% | +71.2% | +59.1% |
| 3Y | +155.6% | -7.5% | +163.1% | +152.6% |
| 5Y | +119.3% | -30.1% | +149.4% | +124.9% |
| All | +119.3% | -29.5% | +148.8% | +124.9% |
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