+280.4%
EMR vs DPZ
+140.2%
+140.1%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.4% |
| 7D | +2.8% | +2.2% | +0.6% | +2.4% |
| 30D | +3.7% | +15.5% | -11.8% | +0.8% |
| 3M | +2.0% | -2.0% | +4.0% | +2.2% |
| 6M | +22.1% | +12.1% | +10.0% | +18.7% |
| YTD | +27.2% | -16.6% | +43.8% | +30.8% |
| 1Y | +32.0% | -14.6% | +46.6% | +35.0% |
| 3Y | +103.3% | -4.1% | +107.4% | +102.6% |
| 5Y | +88.2% | -28.3% | +116.5% | +92.7% |
| All | +280.4% | +140.2% | +140.1% | +211.7% |
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