+870.9%
EMR vs DPZ
+5,341.2%
-4,470.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.4% |
| 7D | -1.6% | +6.6% | -8.1% | -3.2% |
| 30D | +2.0% | +10.3% | -8.3% | -0.8% |
| 3M | +3.8% | -6.2% | +10.0% | +5.1% |
| 6M | +10.5% | +4.2% | +6.3% | +8.3% |
| YTD | +23.7% | -18.4% | +42.1% | +28.8% |
| 1Y | +25.4% | -14.9% | +40.3% | +29.0% |
| 3Y | +86.6% | -4.6% | +91.2% | +83.9% |
| 5Y | +83.0% | -27.4% | +110.4% | +90.0% |
| 10Y | +319.5% | +125.9% | +193.6% | +194.0% |
| All | +870.9% | +5,341.2% | -4,470.3% | +128.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling