+11,355.7%
ASML vs DPZ
+5,417.8%
+5,937.9%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -1.7% | +5.9% | +4.7% |
| 7D | +1.1% | -2.5% | +3.7% | +1.9% |
| 30D | +2.2% | -7.0% | +9.1% | +4.4% |
| 3M | -2.3% | +11.6% | -13.9% | -7.1% |
| 6M | +23.0% | -15.2% | +38.1% | +27.6% |
| YTD | +61.1% | -17.2% | +78.3% | +68.3% |
| 1Y | +129.1% | -24.8% | +154.0% | +146.6% |
| 3Y | +165.4% | -8.7% | +174.0% | +161.8% |
| 5Y | +109.5% | -28.9% | +138.4% | +122.0% |
| 10Y | +1,645.7% | +153.6% | +1,492.1% | +1,029.7% |
| All | +11,355.7% | +5,417.8% | +5,937.9% | +2,007.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling