-15.2%
DPZ vs EME
+1.3%
-16.5%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.7% | -3.4% | -1.4% |
| 7D | -2.5% | +1.9% | -4.4% | -2.2% |
| 30D | -7.0% | -8.3% | +1.3% | -8.2% |
| 3M | +11.6% | -10.7% | +22.4% | +10.0% |
| 6M | -15.2% | +1.9% | -17.1% | -17.5% |
| All | -15.2% | +1.3% | -16.5% | -17.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling