+3,316.2%
DPZ vs EMB
+126.0%
+3,190.3%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.6% |
| 7D | +9.5% | -0.3% | +9.8% | +9.7% |
| 30D | +12.8% | +1.1% | +11.7% | +12.1% |
| 3M | -6.2% | -2.9% | -3.3% | -4.5% |
| 6M | +4.3% | -2.1% | +6.3% | +5.6% |
| YTD | -16.6% | -1.1% | -15.5% | -16.0% |
| 1Y | -12.8% | +0.3% | -13.2% | -13.0% |
| 3Y | -0.8% | +27.7% | -28.6% | -14.3% |
| 5Y | -25.8% | +6.0% | -31.8% | -28.9% |
| 10Y | +130.9% | +29.1% | +101.7% | +96.4% |
| All | +3,316.2% | +126.0% | +3,190.3% | +1,710.1% |
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