+66.5%
EWZ vs DPZ
+140.2%
-73.7%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.2% | +1.0% |
| 7D | +0.8% | +2.2% | -1.5% | +0.4% |
| 30D | -24.4% | +15.5% | -39.9% | -26.0% |
| 3M | -4.6% | -2.0% | -2.6% | -4.5% |
| 6M | -11.6% | +12.1% | -23.7% | -13.5% |
| YTD | +2.4% | -16.6% | +19.0% | +4.5% |
| 1Y | +2.1% | -14.6% | +16.7% | +3.8% |
| 3Y | +18.7% | -4.1% | +22.9% | +17.4% |
| 5Y | +54.2% | -28.3% | +82.5% | +57.3% |
| All | +66.5% | +140.2% | -73.7% | +43.8% |
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