+130.9%
DPZ vs EME
+915.6%
-784.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.1% |
| 7D | +2.2% | -8.8% | +10.9% | +2.9% |
| 30D | +6.7% | -18.2% | +24.9% | +8.5% |
| 3M | -4.5% | -20.2% | +15.7% | -2.8% |
| 6M | +3.3% | -29.9% | +33.2% | +6.4% |
| YTD | -19.4% | +5.7% | -25.1% | -21.7% |
| 1Y | -17.3% | -1.5% | -15.8% | -18.9% |
| 3Y | -8.4% | +208.4% | -216.8% | -24.9% |
| 5Y | -28.2% | +401.9% | -430.1% | -45.5% |
| 10Y | +130.9% | +914.2% | -783.3% | +59.2% |
| All | +130.9% | +915.6% | -784.7% | +59.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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