+1,032.8%
EWY vs DPZ
+5,100.4%
-4,067.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.2% | +4.6% | +1.6% |
| 7D | +6.7% | -7.3% | +13.9% | +8.8% |
| 30D | +17.0% | -7.6% | +24.5% | +19.2% |
| 3M | +3.7% | +1.8% | +1.8% | +1.9% |
| 6M | +42.5% | -21.8% | +64.3% | +50.2% |
| YTD | +96.2% | -22.0% | +118.2% | +106.5% |
| 1Y | +160.4% | -28.6% | +189.0% | +180.1% |
| 3Y | +231.7% | -13.1% | +244.8% | +229.5% |
| 5Y | +153.3% | -33.2% | +186.5% | +165.7% |
| 10Y | +308.8% | +147.0% | +161.8% | +155.3% |
| All | +1,032.8% | +5,100.4% | -4,067.6% | +106.3% |
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