+83.4%
EMR vs DPZ
-27.1%
+110.4%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -1.6% | +6.6% | -8.1% | -3.1% |
| 30D | +2.0% | +10.3% | -8.3% | -0.5% |
| 3M | +3.8% | -6.2% | +10.0% | +5.2% |
| 6M | +10.5% | +4.2% | +6.3% | +8.6% |
| YTD | +23.7% | -18.4% | +42.1% | +29.4% |
| 1Y | +25.4% | -14.9% | +40.3% | +29.5% |
| 3Y | +86.6% | -4.6% | +91.2% | +85.3% |
| All | +83.4% | -27.1% | +110.4% | +80.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling