+216.5%
AZN vs DPZ
+141.0%
+75.5%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.6% |
| 7D | -1.6% | -8.6% | +7.1% | -0.2% |
| 30D | +1.1% | -11.9% | +13.0% | +2.9% |
| 3M | -12.1% | +0.4% | -12.5% | -12.5% |
| 6M | -17.1% | -19.9% | +2.7% | -14.7% |
| YTD | -12.0% | -24.4% | +12.4% | -8.6% |
| 1Y | -0.2% | -30.4% | +30.2% | +4.9% |
| 3Y | +26.8% | -17.4% | +44.1% | +28.4% |
| 5Y | +56.9% | -34.6% | +91.5% | +62.5% |
| All | +216.5% | +141.0% | +75.5% | +156.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling