+108.6%
ASML vs DPZ
-28.9%
+137.5%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.7% |
| 7D | +1.1% | -2.5% | +3.7% | +1.8% |
| 30D | +2.2% | -7.0% | +9.1% | +4.2% |
| 3M | -2.3% | +11.6% | -13.9% | -7.0% |
| 6M | +23.0% | -15.2% | +38.1% | +28.9% |
| YTD | +61.1% | -17.2% | +78.3% | +70.1% |
| 1Y | +129.1% | -24.8% | +154.0% | +150.6% |
| 3Y | +165.4% | -8.7% | +174.0% | +158.3% |
| All | +108.6% | -28.9% | +137.5% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling