+327.8%
VWO vs DPZ
+4,210.3%
-3,882.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.3% | +0.1% |
| 7D | +0.9% | -1.5% | +2.4% | +1.3% |
| 30D | +1.3% | -4.4% | +5.7% | +2.4% |
| 3M | +5.1% | +7.6% | -2.5% | +2.2% |
| 6M | +12.5% | -16.9% | +29.5% | +17.3% |
| YTD | +14.0% | -18.6% | +32.7% | +19.3% |
| 1Y | +19.7% | -26.7% | +46.4% | +28.7% |
| 3Y | +66.8% | -9.3% | +76.1% | +64.7% |
| 5Y | +36.2% | -31.0% | +67.2% | +42.3% |
| 10Y | +111.0% | +152.4% | -41.3% | +32.6% |
| All | +327.8% | +4,210.3% | -3,882.5% | -19.9% |
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