+3,289.8%
DPZ vs EMB
+132.1%
+3,157.7%
-81.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -2.5% | 0.0% | -2.5% | -2.5% |
| 30D | -7.0% | -0.3% | -6.7% | -6.8% |
| 3M | +11.6% | -0.4% | +12.0% | +11.9% |
| 6M | -15.2% | +0.1% | -15.3% | -15.3% |
| YTD | -17.2% | +1.6% | -18.8% | -18.1% |
| 1Y | -24.8% | +5.6% | -30.5% | -27.4% |
| 3Y | -8.7% | +29.8% | -38.5% | -21.9% |
| 5Y | -28.9% | +7.3% | -36.2% | -32.4% |
| 10Y | +153.6% | +30.4% | +123.2% | +114.2% |
| All | +3,289.8% | +132.1% | +3,157.7% | +1,666.3% |
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