+55.0%
EWZ vs DPZ
-28.9%
+83.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.5% |
| 7D | +6.5% | -2.5% | +9.0% | +6.8% |
| 30D | +4.8% | -7.0% | +11.8% | +5.7% |
| 3M | +9.9% | +11.6% | -1.7% | +8.0% |
| 6M | +1.9% | -15.2% | +17.1% | +3.9% |
| YTD | +20.3% | -17.2% | +37.6% | +22.9% |
| 1Y | +35.6% | -24.8% | +60.5% | +40.4% |
| 3Y | +43.4% | -8.7% | +52.1% | +43.4% |
| All | +55.0% | -28.9% | +83.9% | +50.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling