-28.8%
DPZ vs EME
+529.3%
-558.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.9% |
| 7D | -2.5% | +1.9% | -4.4% | -2.7% |
| 30D | -7.0% | -8.3% | +1.3% | -6.2% |
| 3M | +11.6% | -10.7% | +22.4% | +12.7% |
| 6M | -15.2% | +1.9% | -17.1% | -16.4% |
| YTD | -17.2% | +23.5% | -40.7% | -21.4% |
| 1Y | -24.8% | +18.0% | -42.8% | -28.8% |
| 3Y | -8.7% | +236.1% | -244.8% | -32.7% |
| All | -28.8% | +529.3% | -558.1% | -57.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling