+155.0%
DPZ vs SONY
+291.0%
-136.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.4% |
| 7D | -2.5% | -1.2% | -1.4% | -2.3% |
| 30D | -7.0% | +9.4% | -16.4% | -8.8% |
| 3M | +11.6% | +10.5% | +1.1% | +9.0% |
| 6M | -15.2% | +11.7% | -26.9% | -17.6% |
| YTD | -17.2% | -4.1% | -13.2% | -16.9% |
| 1Y | -24.8% | -11.8% | -13.1% | -23.4% |
| 3Y | -8.7% | +45.9% | -54.6% | -18.4% |
| 5Y | -28.9% | +16.3% | -45.2% | -34.7% |
| All | +155.0% | +291.0% | -136.0% | +83.0% |
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