+132.3%
EEM vs DPZ
+143.2%
-10.9%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.2% | +3.7% | +0.1% |
| 7D | +2.0% | -7.3% | +9.3% | +3.1% |
| 30D | +5.1% | -7.6% | +12.7% | +6.2% |
| 3M | +4.6% | +1.8% | +2.8% | +3.8% |
| 6M | +17.8% | -21.8% | +39.6% | +21.8% |
| YTD | +25.8% | -22.0% | +47.8% | +30.0% |
| 1Y | +36.4% | -28.6% | +65.0% | +42.9% |
| 3Y | +90.0% | -13.1% | +103.1% | +90.3% |
| 5Y | +46.6% | -33.2% | +79.8% | +50.8% |
| 10Y | +132.3% | +147.0% | -14.8% | +74.6% |
| All | +132.3% | +143.2% | -10.9% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 10y: compounded portfolio wealth divided by compounded DPZ 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…
10y analysis · Full analysis span regression · 6 months rolling