-18.1%
AZN vs DPZ
-22.1%
+4.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.3% | +3.0% | +1.8% |
| 7D | -3.1% | -8.6% | +5.5% | -2.7% |
| 30D | +0.6% | -11.2% | +11.8% | +1.0% |
| 3M | -10.8% | +1.4% | -12.2% | -11.4% |
| 6M | -18.1% | -19.9% | +1.8% | -15.8% |
| All | -18.1% | -22.1% | +4.0% | -15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling