+404.3%
EWZ vs DPZ
+5,341.2%
-4,936.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.8% | +1.3% |
| 7D | -1.5% | +6.6% | -8.0% | -3.4% |
| 30D | -24.5% | +10.3% | -34.8% | -26.8% |
| 3M | -10.7% | -6.2% | -4.5% | -9.4% |
| 6M | -19.1% | +4.2% | -23.3% | -21.1% |
| YTD | +1.6% | -18.4% | +20.0% | +6.2% |
| 1Y | +4.3% | -14.9% | +19.2% | +7.5% |
| 3Y | +19.0% | -4.6% | +23.6% | +15.5% |
| 5Y | +57.7% | -27.4% | +85.1% | +62.1% |
| 10Y | +51.3% | +125.9% | -74.6% | -4.1% |
| All | +404.3% | +5,341.2% | -4,936.9% | -19.6% |
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 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