+5,666.8%
DPZ vs EME
+6,071.9%
-405.1%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.9% | +7.1% | +2.4% |
| 7D | +9.5% | -13.6% | +23.1% | +14.0% |
| 30D | +12.8% | -27.8% | +40.6% | +23.8% |
| 3M | -6.2% | -27.6% | +21.3% | +2.2% |
| 6M | +4.3% | -36.1% | +40.4% | +16.2% |
| YTD | -16.6% | -2.5% | -14.1% | -20.2% |
| 1Y | -12.8% | -11.7% | -1.2% | -14.1% |
| 3Y | -0.8% | +185.1% | -186.0% | -38.9% |
| 5Y | -25.8% | +357.2% | -383.0% | -62.6% |
| 10Y | +130.9% | +931.7% | -800.8% | -26.3% |
| All | +5,666.8% | +6,071.9% | -405.1% | +713.1% |
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