+16.4%
EMR vs DPZ
-26.3%
+42.8%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.3% |
| 7D | +3.1% | -1.5% | +4.5% | +3.2% |
| 30D | -3.5% | -4.4% | +0.9% | -3.1% |
| 3M | +9.8% | +7.6% | +2.1% | +9.2% |
| 6M | +10.8% | -16.9% | +27.7% | +14.7% |
| YTD | +15.9% | -18.6% | +34.6% | +19.8% |
| 1Y | +16.4% | -26.7% | +43.1% | +23.3% |
| All | +16.4% | -26.3% | +42.8% | +23.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling