+50.3%
EWZ vs DPZ
+125.0%
-74.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.4% | +3.7% | -2.3% | +0.8% |
| 30D | -25.1% | +8.0% | -33.1% | -26.0% |
| 3M | -7.7% | -4.2% | -3.5% | -7.3% |
| 6M | -15.8% | +4.6% | -20.4% | -16.9% |
| YTD | +3.6% | -18.4% | +22.0% | +6.2% |
| 1Y | +5.5% | -16.8% | +22.3% | +7.8% |
| 3Y | +22.1% | -5.0% | +27.1% | +20.8% |
| 5Y | +58.3% | -27.8% | +86.2% | +61.5% |
| 10Y | +50.3% | +121.1% | -70.8% | +21.2% |
| All | +50.3% | +125.0% | -74.8% | +21.2% |
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