+964.9%
EWT vs DPZ
+5,462.3%
-4,497.4%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.5% |
| 7D | +9.1% | +2.2% | +6.9% | +8.5% |
| 30D | -12.2% | +15.5% | -27.7% | -15.3% |
| 3M | -9.4% | -2.0% | -7.4% | -9.5% |
| 6M | +2.7% | +12.1% | -9.5% | -1.5% |
| YTD | +53.3% | -16.6% | +69.9% | +57.4% |
| 1Y | +59.2% | -14.6% | +73.7% | +62.3% |
| 3Y | +157.1% | -4.1% | +161.2% | +150.4% |
| 5Y | +119.6% | -28.3% | +147.9% | +125.6% |
| 10Y | +446.9% | +141.3% | +305.6% | +276.9% |
| All | +964.9% | +5,462.3% | -4,497.4% | +172.5% |
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