+153.3%
EWY vs DPZ
-34.0%
+187.3%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +0.9% |
| 7D | +6.7% | -7.3% | +13.9% | +7.5% |
| 30D | +17.0% | -7.6% | +24.5% | +17.8% |
| 3M | +3.7% | +1.8% | +1.8% | +2.8% |
| 6M | +42.5% | -21.8% | +64.3% | +47.8% |
| YTD | +96.2% | -22.0% | +118.2% | +103.3% |
| 1Y | +160.4% | -28.6% | +189.0% | +174.2% |
| 3Y | +231.7% | -13.1% | +244.8% | +229.7% |
| 5Y | +153.3% | -33.2% | +186.5% | +148.2% |
| All | +153.3% | -34.0% | +187.3% | +148.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling