-25.8%
DPZ vs EMB
+6.4%
-32.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +9.5% | -0.3% | +9.8% | +9.8% |
| 30D | +12.8% | +1.1% | +11.7% | +11.8% |
| 3M | -6.2% | -2.9% | -3.3% | -3.9% |
| 6M | +4.3% | -2.1% | +6.3% | +5.9% |
| YTD | -16.6% | -1.1% | -15.5% | -15.9% |
| 1Y | -12.8% | +0.3% | -13.2% | -13.2% |
| 3Y | -0.8% | +27.7% | -28.6% | -18.1% |
| 5Y | -25.8% | +6.0% | -31.8% | -25.9% |
| All | -25.8% | +6.4% | -32.2% | -25.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling