+1,162.1%
AMAT vs DPZ
+123.5%
+1,038.6%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -2.2% | +6.4% | +4.9% |
| 7D | -14.7% | +6.6% | -21.3% | -16.5% |
| 30D | -36.1% | +10.3% | -46.4% | -38.2% |
| 3M | -36.9% | -6.2% | -30.7% | -36.1% |
| 6M | -22.2% | +4.2% | -26.4% | -25.2% |
| YTD | +29.9% | -18.4% | +48.3% | +35.6% |
| 1Y | +43.3% | -14.9% | +58.2% | +46.9% |
| 3Y | +142.7% | -4.6% | +147.3% | +132.8% |
| 5Y | +126.2% | -27.4% | +153.6% | +136.0% |
| All | +1,162.1% | +123.5% | +1,038.6% | +830.2% |
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