+1,126.7%
EWT vs DPZ
+5,417.8%
-4,291.0%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.7% | +3.6% | +2.3% |
| 7D | +4.0% | -2.5% | +6.5% | +4.6% |
| 30D | +10.3% | -7.0% | +17.3% | +12.0% |
| 3M | +6.1% | +11.6% | -5.5% | +2.4% |
| 6M | +56.6% | -15.2% | +71.8% | +61.1% |
| YTD | +76.6% | -17.2% | +93.8% | +82.5% |
| 1Y | +97.9% | -24.8% | +122.7% | +108.8% |
| 3Y | +198.0% | -8.7% | +206.6% | +194.5% |
| 5Y | +151.8% | -28.9% | +180.7% | +159.7% |
| 10Y | +514.1% | +153.6% | +360.5% | +318.5% |
| All | +1,126.7% | +5,417.8% | -4,291.0% | +215.8% |
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