-16.2%
DPZ vs SONY
-3.1%
-13.1%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.1% |
| 7D | +3.7% | +6.1% | -2.4% | +2.6% |
| 30D | +8.0% | +12.2% | -4.2% | +6.0% |
| 3M | -4.2% | +15.3% | -19.5% | -6.2% |
| 6M | +4.6% | +34.3% | -29.7% | +1.1% |
| YTD | -18.4% | +5.7% | -24.1% | -20.9% |
| All | -16.2% | -3.1% | -13.1% | -19.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling