-30.1%
BABA vs DPZ
-28.0%
-2.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | +3.8% | +3.7% | +0.2% | +2.6% |
| 30D | -5.4% | +8.0% | -13.4% | -7.8% |
| 3M | -17.9% | -4.2% | -13.7% | -17.1% |
| 6M | -24.1% | +4.6% | -28.7% | -25.9% |
| YTD | -27.4% | -18.4% | -9.0% | -22.9% |
| 1Y | -36.1% | -16.8% | -19.3% | -32.7% |
| 3Y | +35.4% | -5.0% | +40.4% | +30.4% |
| 5Y | -30.1% | -27.8% | -2.3% | -36.6% |
| All | -30.1% | -28.0% | -2.1% | -36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling