+18.2%
EWZ vs DPZ
-6.8%
+25.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.3% |
| 7D | +1.3% | +2.2% | -0.8% | +1.1% |
| 30D | -26.2% | +6.7% | -32.9% | -26.7% |
| 3M | -8.6% | -4.5% | -4.1% | -8.3% |
| 6M | -17.0% | +3.3% | -20.3% | -17.7% |
| YTD | +2.2% | -19.4% | +21.6% | +4.9% |
| 1Y | +2.7% | -17.3% | +19.9% | +5.0% |
| 3Y | +18.2% | -8.4% | +26.6% | +20.7% |
| All | +18.2% | -6.8% | +25.0% | +20.7% |
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