+229.5%
EWY vs DPZ
+140.2%
+89.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.3% | -2.1% |
| 7D | +4.2% | +2.2% | +2.0% | +4.0% |
| 30D | -10.7% | +15.5% | -26.2% | -12.2% |
| 3M | -20.1% | -2.0% | -18.1% | -20.0% |
| 6M | -24.3% | +12.1% | -36.5% | -26.0% |
| YTD | +46.9% | -16.6% | +63.4% | +49.8% |
| 1Y | +55.2% | -14.6% | +69.8% | +57.6% |
| 3Y | +157.0% | -4.1% | +161.1% | +153.5% |
| 5Y | +98.9% | -28.3% | +127.2% | +101.5% |
| All | +229.5% | +140.2% | +89.3% | +178.2% |
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