-4.6%
DPZ vs EME
+191.8%
-196.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.2% |
| 7D | +6.6% | -10.5% | +17.0% | +6.9% |
| 30D | +10.3% | -22.4% | +32.7% | +11.4% |
| 3M | -6.2% | -24.7% | +18.5% | -5.1% |
| 6M | +4.2% | -35.5% | +39.7% | +7.4% |
| YTD | -18.4% | -0.3% | -18.1% | -21.4% |
| 1Y | -14.9% | -6.7% | -8.2% | -17.3% |
| 3Y | -4.6% | +190.6% | -195.3% | -35.0% |
| All | -4.6% | +191.8% | -196.4% | -35.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling