+9,908.7%
ASML vs DPZ
+5,445.5%
+4,463.2%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.4% | -9.0% | -5.4% |
| 7D | -10.0% | +10.1% | -20.1% | -13.0% |
| 30D | -19.4% | +14.6% | -34.0% | -23.3% |
| 3M | -12.5% | -6.8% | -5.7% | -11.2% |
| 6M | +8.2% | +4.4% | +3.8% | +4.4% |
| YTD | +40.7% | -16.8% | +57.5% | +45.9% |
| 1Y | +46.1% | -14.5% | +60.6% | +49.8% |
| 3Y | +138.5% | -1.1% | +139.6% | +127.9% |
| 5Y | +84.2% | -28.0% | +112.1% | +93.3% |
| 10Y | +1,505.1% | +130.2% | +1,374.9% | +968.1% |
| All | +9,908.7% | +5,445.5% | +4,463.2% | +1,727.5% |
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