+436.3%
EEM vs DPZ
+5,339.6%
-4,903.3%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | 0.0% | +2.9% | +2.9% |
| 7D | -0.1% | +3.7% | -3.8% | -1.2% |
| 30D | -8.6% | +8.0% | -16.7% | -10.9% |
| 3M | -7.0% | -4.2% | -2.8% | -6.4% |
| 6M | -9.7% | +4.6% | -14.3% | -12.2% |
| YTD | +12.1% | -18.4% | +30.6% | +16.9% |
| 1Y | +14.1% | -16.8% | +30.8% | +18.0% |
| 3Y | +72.1% | -5.0% | +77.2% | +66.7% |
| 5Y | +34.1% | -27.8% | +61.9% | +37.9% |
| 10Y | +109.6% | +121.1% | -11.5% | +34.1% |
| All | +436.3% | +5,339.6% | -4,903.3% | -8.4% |
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