+43.6%
EWZ vs DPZ
+123.5%
-79.9%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.0% |
| 7D | -1.5% | +6.6% | -8.0% | -2.4% |
| 30D | -24.5% | +10.3% | -34.8% | -25.7% |
| 3M | -10.7% | -6.2% | -4.5% | -10.0% |
| 6M | -19.1% | +4.2% | -23.3% | -20.0% |
| YTD | +1.6% | -18.4% | +20.0% | +4.2% |
| 1Y | +4.3% | -14.9% | +19.2% | +6.2% |
| 3Y | +19.0% | -4.6% | +23.6% | +17.6% |
| 5Y | +57.7% | -27.4% | +85.1% | +60.7% |
| All | +43.6% | +123.5% | -79.9% | +15.0% |
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