+718.9%
AZN vs DPZ
+5,326.0%
-4,607.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.7% | 0.0% | -1.4% |
| 7D | -1.5% | -1.5% | 0.0% | -1.3% |
| 30D | -0.9% | -4.4% | +3.6% | -0.2% |
| 3M | -11.8% | +7.6% | -19.5% | -13.3% |
| 6M | -17.6% | -16.9% | -0.6% | -15.4% |
| YTD | -12.0% | -18.6% | +6.6% | -9.5% |
| 1Y | -0.9% | -26.7% | +25.8% | +3.7% |
| 3Y | +23.7% | -9.3% | +33.0% | +23.4% |
| 5Y | +54.5% | -31.0% | +85.6% | +59.1% |
| 10Y | +218.2% | +152.4% | +65.8% | +151.9% |
| All | +718.9% | +5,326.0% | -4,607.1% | +263.9% |
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