+56.0%
EWZ vs DPZ
-28.2%
+84.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -1.2% |
| 7D | +1.3% | +2.2% | -0.8% | +1.0% |
| 30D | -26.2% | +6.7% | -32.9% | -26.8% |
| 3M | -8.6% | -4.5% | -4.1% | -8.2% |
| 6M | -17.0% | +3.3% | -20.3% | -17.8% |
| 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% | +17.8% |
| 5Y | +56.0% | -28.2% | +84.2% | +54.4% |
| All | +56.0% | -28.2% | +84.2% | +54.4% |
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 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