-5.6%
VWO vs DPZ
+11.8%
-17.4%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | +0.1% |
| 7D | +2.0% | +2.2% | -0.3% | +2.2% |
| 30D | -4.3% | +15.5% | -19.8% | -3.0% |
| 3M | -6.4% | -2.0% | -4.4% | -6.8% |
| 6M | -5.6% | +12.1% | -17.8% | -4.1% |
| All | -5.6% | +11.8% | -17.4% | -4.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling