+62.7%
EMR vs DPZ
-28.9%
+91.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.7% | +3.5% | +2.2% |
| 7D | -1.5% | -2.5% | +1.0% | -0.9% |
| 30D | -5.6% | -7.0% | +1.3% | -4.0% |
| 3M | +7.9% | +11.6% | -3.7% | +4.5% |
| 6M | +6.0% | -15.2% | +21.2% | +10.1% |
| YTD | +16.4% | -17.2% | +33.7% | +21.5% |
| 1Y | +16.6% | -24.8% | +41.5% | +24.8% |
| 3Y | +62.9% | -8.7% | +71.5% | +63.8% |
| All | +62.7% | -28.9% | +91.6% | +72.8% |
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