+22.3%
BABA vs DPZ
+413.0%
-390.7%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.3% | +2.4% | +2.6% |
| 7D | +8.6% | +9.5% | -0.9% | +6.2% |
| 30D | -1.1% | +12.8% | -13.9% | -4.1% |
| 3M | -15.9% | -6.2% | -9.7% | -14.8% |
| 6M | -17.5% | +4.3% | -21.8% | -19.0% |
| YTD | -25.6% | -16.6% | -9.0% | -22.8% |
| 1Y | -33.8% | -12.8% | -21.0% | -32.2% |
| 3Y | +34.6% | -0.8% | +35.4% | +31.7% |
| 5Y | -27.7% | -25.8% | -1.8% | -25.8% |
| 10Y | +17.7% | +130.9% | -113.2% | -11.0% |
| All | +22.3% | +413.0% | -390.7% | -24.5% |
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