+990.5%
ADSK vs DPZ
+5,326.0%
-4,335.5%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.7% | -0.9% | -2.0% |
| 7D | -14.3% | -1.5% | -12.9% | -13.9% |
| 30D | -14.8% | -4.4% | -10.4% | -13.7% |
| 3M | -5.7% | +7.6% | -13.3% | -8.4% |
| 6M | -18.7% | -16.9% | -1.7% | -13.8% |
| YTD | -28.3% | -18.6% | -9.7% | -23.6% |
| 1Y | -35.1% | -26.7% | -8.4% | -28.5% |
| 3Y | -3.2% | -9.3% | +6.1% | -2.7% |
| 5Y | -26.7% | -31.0% | +4.3% | -20.3% |
| 10Y | +208.4% | +152.4% | +56.0% | +101.2% |
| All | +990.5% | +5,326.0% | -4,335.5% | +91.7% |
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