+133.0%
DPZ vs SONY
+368.6%
-235.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.3% | +0.1% | -0.9% |
| 7D | +2.2% | +5.2% | -3.0% | +1.0% |
| 30D | +6.7% | +10.7% | -4.0% | +4.2% |
| 3M | -4.5% | +12.1% | -16.7% | -7.0% |
| 6M | +3.3% | +32.6% | -29.3% | -3.3% |
| YTD | -19.4% | +4.3% | -23.8% | -20.7% |
| 1Y | -17.3% | -4.5% | -12.8% | -17.0% |
| 3Y | -8.4% | +56.9% | -65.3% | -19.4% |
| 5Y | -28.2% | +12.5% | -40.7% | -33.6% |
| All | +133.0% | +368.6% | -235.6% | +60.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SONY.
Daily Out/Under-Performance
Portfolio return minus SONY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SONY 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 SONY 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