+294.7%
VWO vs DPZ
+4,318.5%
-4,023.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.5% | -2.6% | -0.8% |
| 7D | +2.0% | +2.2% | -0.3% | +1.3% |
| 30D | -4.3% | +15.5% | -19.8% | -8.2% |
| 3M | -6.4% | -2.0% | -4.4% | -6.3% |
| 6M | -5.6% | +12.1% | -17.8% | -9.7% |
| YTD | +5.2% | -16.6% | +21.8% | +8.9% |
| 1Y | +5.2% | -14.6% | +19.7% | +8.0% |
| 3Y | +55.5% | -4.1% | +59.7% | +50.9% |
| 5Y | +25.6% | -28.3% | +53.9% | +29.6% |
| 10Y | +110.8% | +141.3% | -30.5% | +34.4% |
| All | +294.7% | +4,318.5% | -4,023.8% | -26.9% |
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