+1,395.4%
ASML vs DPZ
+123.5%
+1,271.9%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -2.2% | +7.2% | +5.6% |
| 7D | -9.0% | +6.6% | -15.6% | -10.8% |
| 30D | -21.0% | +10.3% | -31.2% | -23.4% |
| 3M | -16.3% | -6.2% | -10.1% | -15.3% |
| 6M | -7.5% | +4.2% | -11.8% | -10.4% |
| YTD | +34.0% | -18.4% | +52.4% | +40.0% |
| 1Y | +39.3% | -14.9% | +54.2% | +43.3% |
| 3Y | +128.9% | -4.6% | +133.5% | +121.6% |
| 5Y | +76.1% | -27.4% | +103.5% | +83.2% |
| All | +1,395.4% | +123.5% | +1,271.9% | +1,044.4% |
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