+235.5%
EWY vs DPZ
+134.3%
+101.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.1% | -1.8% |
| 7D | +10.4% | -2.5% | +12.9% | +10.7% |
| 30D | -12.7% | +12.5% | -25.3% | -14.0% |
| 3M | -17.3% | -5.2% | -12.1% | -17.0% |
| 6M | -18.6% | +8.8% | -27.3% | -20.1% |
| YTD | +49.5% | -18.7% | +68.2% | +53.0% |
| 1Y | +55.0% | -15.7% | +70.7% | +57.4% |
| 3Y | +159.0% | -7.5% | +166.5% | +156.7% |
| 5Y | +102.5% | -30.1% | +132.6% | +105.8% |
| All | +235.5% | +134.3% | +101.3% | +184.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling