+301.5%
EMR vs DPZ
+125.0%
+176.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +2.1% | +3.7% | -1.5% | +1.5% |
| 30D | +4.8% | +8.0% | -3.3% | +3.2% |
| 3M | +7.5% | -4.2% | +11.7% | +8.1% |
| 6M | +20.9% | +4.6% | +16.3% | +19.2% |
| YTD | +29.2% | -18.4% | +47.6% | +33.3% |
| 1Y | +33.0% | -16.8% | +49.7% | +36.6% |
| 3Y | +109.8% | -5.0% | +114.8% | +109.6% |
| 5Y | +91.9% | -27.8% | +119.7% | +96.4% |
| 10Y | +301.5% | +121.1% | +180.4% | +245.2% |
| All | +301.5% | +125.0% | +176.5% | +245.2% |
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