+124.0%
DPZ vs SONY
+369.0%
-245.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.0% | -0.2% | -1.7% |
| 7D | +6.6% | +6.7% | -0.2% | +5.0% |
| 30D | +10.3% | +14.8% | -4.5% | +6.9% |
| 3M | -6.2% | +16.9% | -23.0% | -9.4% |
| 6M | +4.2% | +30.2% | -26.0% | -2.1% |
| YTD | -18.4% | +5.5% | -23.9% | -19.9% |
| 1Y | -14.9% | -4.6% | -10.4% | -14.7% |
| 3Y | -4.6% | +57.2% | -61.9% | -16.2% |
| 5Y | -27.4% | +12.1% | -39.5% | -32.9% |
| All | +124.0% | +369.0% | -245.0% | +53.4% |
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