+62.5%
VWO vs DPZ
-15.5%
+78.0%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.5% | +0.9% |
| 7D | -1.8% | -8.6% | +6.9% | -0.9% |
| 30D | -0.1% | -11.9% | +11.8% | +1.1% |
| 3M | +2.2% | +0.4% | +1.8% | +1.8% |
| 6M | +8.8% | -19.9% | +28.6% | +11.5% |
| YTD | +12.4% | -24.4% | +36.8% | +16.1% |
| 1Y | +15.6% | -30.4% | +46.0% | +20.9% |
| 3Y | +62.5% | -17.4% | +79.9% | +60.8% |
| All | +62.5% | -15.5% | +78.0% | +60.8% |
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