+117.9%
ASML vs DPZ
-1.0%
+118.9%
-45.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | +0.3% | -9.6% | -9.4% |
| 7D | -19.0% | +9.5% | -28.5% | -19.8% |
| 30D | -25.9% | +12.8% | -38.7% | -27.0% |
| 3M | -19.1% | -6.2% | -12.8% | -18.3% |
| 6M | -5.7% | +4.3% | -10.0% | -6.6% |
| YTD | +27.6% | -16.6% | +44.2% | +33.7% |
| 1Y | +30.8% | -12.8% | +43.6% | +35.1% |
| All | +117.9% | -1.0% | +118.9% | +115.8% |
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