+64.2%
EWZ vs DPZ
+134.3%
-70.1%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.4% | -3.4% | -2.2% |
| 7D | +0.1% | -2.5% | +2.5% | +0.4% |
| 30D | -25.9% | +12.5% | -38.4% | -27.2% |
| 3M | -6.1% | -5.2% | -0.9% | -5.6% |
| 6M | -16.1% | +8.8% | -24.9% | -17.6% |
| YTD | +1.0% | -18.7% | +19.6% | +3.5% |
| 1Y | 0.0% | -15.7% | +15.6% | +1.8% |
| 3Y | +16.8% | -7.5% | +24.3% | +16.2% |
| 5Y | +52.1% | -30.1% | +82.2% | +55.7% |
| All | +64.2% | +134.3% | -70.1% | +42.4% |
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