+445.2%
EEM vs DPZ
+5,248.7%
-4,803.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.9% | +2.6% |
| 7D | +0.7% | -3.5% | +4.2% | +1.7% |
| 30D | -6.2% | +5.7% | -11.9% | -7.9% |
| 3M | -5.2% | -7.5% | +2.3% | -3.6% |
| 6M | -8.1% | +6.2% | -14.4% | -11.1% |
| YTD | +14.0% | -19.8% | +33.8% | +19.4% |
| 1Y | +13.8% | -18.0% | +31.8% | +18.2% |
| 3Y | +73.7% | -8.8% | +82.5% | +70.4% |
| 5Y | +34.6% | -30.2% | +64.7% | +39.8% |
| 10Y | +123.6% | +132.0% | -8.4% | +40.3% |
| All | +445.2% | +5,248.7% | -4,803.6% | -6.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling