-8.4%
DPZ vs EME
+208.9%
-217.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | -0.1% | -1.2% |
| 7D | +2.2% | -8.8% | +10.9% | +2.5% |
| 30D | +6.7% | -18.2% | +24.9% | +7.6% |
| 3M | -4.5% | -20.2% | +15.7% | -3.6% |
| 6M | +3.3% | -29.9% | +33.2% | +5.9% |
| YTD | -19.4% | +5.7% | -25.1% | -22.6% |
| 1Y | -17.3% | -1.5% | -15.8% | -19.7% |
| 3Y | -8.4% | +208.4% | -216.8% | -38.1% |
| All | -8.4% | +208.9% | -217.3% | -38.1% |
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