+813.9%
EMR vs DPZ
+5,417.8%
-4,603.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.9% |
| 3M | +7.9% | +11.6% | -3.7% | +4.3% |
| 6M | +6.0% | -15.2% | +21.2% | +9.8% |
| YTD | +16.4% | -17.2% | +33.7% | +21.2% |
| 1Y | +16.6% | -24.8% | +41.5% | +24.4% |
| 3Y | +62.9% | -8.7% | +71.5% | +62.7% |
| 5Y | +60.1% | -28.9% | +89.0% | +67.5% |
| 10Y | +268.8% | +153.6% | +115.1% | +150.3% |
| All | +813.9% | +5,417.8% | -4,603.8% | +114.9% |
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