+124.0%
DPZ vs EMB
+28.3%
+95.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | -0.1% | +6.7% | +6.6% |
| 30D | +10.3% | +1.3% | +9.0% | +9.4% |
| 3M | -6.2% | -2.7% | -3.4% | -4.4% |
| 6M | +4.2% | -2.8% | +7.1% | +6.2% |
| YTD | -18.4% | -1.1% | -17.3% | -17.8% |
| 1Y | -14.9% | 0.0% | -14.9% | -15.0% |
| 3Y | -4.6% | +28.8% | -33.4% | -18.7% |
| 5Y | -27.4% | +6.0% | -33.4% | -31.3% |
| All | +124.0% | +28.3% | +95.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling