+11.7%
BABA vs DPZ
+140.2%
-128.5%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.6% |
| 7D | -13.8% | +2.2% | -16.0% | -14.2% |
| 30D | -15.1% | +15.5% | -30.6% | -18.0% |
| 3M | -22.7% | -2.0% | -20.7% | -22.6% |
| 6M | -34.7% | +12.1% | -46.8% | -36.9% |
| YTD | -35.0% | -16.6% | -18.4% | -32.6% |
| 1Y | -40.4% | -14.6% | -25.8% | -38.7% |
| 3Y | +21.9% | -4.1% | +26.1% | +20.5% |
| 5Y | -39.9% | -28.3% | -11.6% | -38.5% |
| All | +11.7% | +140.2% | -128.5% | -3.1% |
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