+164.9%
ASML vs DPZ
-9.3%
+174.3%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.4% |
| 7D | +1.1% | -2.5% | +3.7% | +1.5% |
| 30D | +2.2% | -7.0% | +9.1% | +3.2% |
| 3M | -2.3% | +11.6% | -13.9% | -4.9% |
| 6M | +23.0% | -15.2% | +38.1% | +28.2% |
| YTD | +61.1% | -17.2% | +78.3% | +68.7% |
| 1Y | +129.1% | -24.8% | +154.0% | +146.8% |
| All | +164.9% | -9.3% | +174.3% | +163.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling