+18.1%
EWZ vs DPZ
-1.0%
+19.1%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.3% | -1.8% | -1.5% |
| 7D | -4.2% | +9.5% | -13.7% | -5.1% |
| 30D | -26.1% | +12.8% | -38.9% | -27.1% |
| 3M | -12.0% | -6.2% | -5.8% | -11.5% |
| 6M | -19.3% | +4.3% | -23.5% | -19.9% |
| YTD | +0.9% | -16.6% | +17.5% | +3.3% |
| 1Y | +3.4% | -12.8% | +16.2% | +5.0% |
| All | +18.1% | -1.0% | +19.1% | +17.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling