+5,542.7%
DPZ vs EME
+6,208.0%
-665.3%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.2% | -4.4% | -2.8% |
| 7D | +6.6% | -10.5% | +17.0% | +9.7% |
| 30D | +10.3% | -22.4% | +32.7% | +18.4% |
| 3M | -6.2% | -24.7% | +18.5% | +1.0% |
| 6M | +4.2% | -35.5% | +39.7% | +15.9% |
| YTD | -18.4% | -0.3% | -18.1% | -22.5% |
| 1Y | -14.9% | -6.7% | -8.2% | -17.6% |
| 3Y | -4.6% | +190.6% | -195.3% | -41.6% |
| 5Y | -27.4% | +367.3% | -394.7% | -63.6% |
| 10Y | +125.9% | +954.5% | -828.5% | -28.4% |
| All | +5,542.7% | +6,208.0% | -665.3% | +690.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling