+244.4%
AVGO vs DPZ
-3.1%
+247.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -9.9% | +6.6% | -16.5% | -10.1% |
| 30D | -22.0% | +10.3% | -32.3% | -22.2% |
| 3M | -30.0% | -6.2% | -23.9% | -29.7% |
| 6M | -30.7% | +4.2% | -35.0% | -30.9% |
| YTD | -14.7% | -18.4% | +3.7% | -11.7% |
| 1Y | -16.8% | -14.9% | -1.9% | -14.8% |
| 3Y | +244.4% | -4.6% | +249.1% | +235.2% |
| All | +244.4% | -3.1% | +247.5% | +235.2% |
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