+3,306.8%
DPZ vs EMB
+127.1%
+3,179.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | +1.0% | +4.4% | +4.8% |
| 7D | +10.1% | +0.7% | +9.4% | +9.6% |
| 30D | +14.6% | +2.3% | +12.3% | +13.0% |
| 3M | -6.8% | -2.5% | -4.3% | -5.3% |
| 6M | +4.4% | -1.1% | +5.5% | +5.1% |
| YTD | -16.8% | -0.6% | -16.2% | -16.5% |
| 1Y | -14.5% | +0.6% | -15.1% | -14.8% |
| 3Y | -1.1% | +28.4% | -29.5% | -14.8% |
| 5Y | -28.0% | +7.3% | -35.3% | -31.5% |
| 10Y | +130.2% | +29.8% | +100.4% | +95.2% |
| All | +3,306.8% | +127.1% | +3,179.7% | +1,699.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling