+497.1%
EWZ vs DPZ
+5,417.8%
-4,920.7%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | +6.5% | -2.5% | +9.0% | +7.3% |
| 30D | +4.8% | -7.0% | +11.8% | +7.0% |
| 3M | +9.9% | +11.6% | -1.7% | +5.4% |
| 6M | +1.9% | -15.2% | +17.1% | +5.8% |
| YTD | +20.3% | -17.2% | +37.6% | +25.5% |
| 1Y | +35.6% | -24.8% | +60.5% | +45.5% |
| 3Y | +43.4% | -8.7% | +52.1% | +41.5% |
| 5Y | +55.9% | -28.9% | +84.9% | +61.4% |
| 10Y | +84.2% | +153.6% | -69.5% | +12.1% |
| All | +497.1% | +5,417.8% | -4,920.7% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling