+4.3%
DPZ vs EME
-36.3%
+40.6%
-20.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.1% | -1.5% |
| 7D | +9.5% | -13.6% | +23.1% | +5.6% |
| 30D | +12.8% | -27.8% | +40.6% | +4.3% |
| 3M | -6.2% | -27.6% | +21.3% | -12.9% |
| 6M | +4.3% | -36.1% | +40.4% | -12.8% |
| All | +4.3% | -36.3% | +40.6% | -12.8% |
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