+1,321.9%
AMAT vs DPZ
+140.2%
+1,181.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.3% | -3.5% |
| 7D | +11.4% | +2.2% | +9.1% | +10.6% |
| 30D | -17.0% | +15.5% | -32.5% | -21.0% |
| 3M | -30.6% | -2.0% | -28.6% | -30.8% |
| 6M | -14.9% | +12.1% | -27.1% | -20.2% |
| YTD | +44.7% | -16.6% | +61.3% | +49.9% |
| 1Y | +66.9% | -14.6% | +81.5% | +71.2% |
| 3Y | +153.3% | -4.1% | +157.4% | +142.8% |
| 5Y | +146.2% | -28.3% | +174.5% | +158.1% |
| All | +1,321.9% | +140.2% | +1,181.7% | +956.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling