+147.9%
EWY vs DPZ
-6.8%
+154.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.1% |
| 7D | -10.2% | +2.2% | -12.4% | -10.2% |
| 30D | -21.5% | +6.7% | -28.2% | -21.3% |
| 3M | -14.7% | -4.5% | -10.1% | -14.5% |
| 6M | -26.8% | +3.3% | -30.1% | -26.7% |
| YTD | +43.2% | -19.4% | +62.6% | +48.0% |
| 1Y | +48.7% | -17.3% | +66.0% | +52.9% |
| 3Y | +147.9% | -8.4% | +156.3% | +149.7% |
| All | +147.9% | -6.8% | +154.7% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling