-14.6%
DPZ vs SONY
-9.8%
-4.8%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.5% | +1.0% | +2.2% |
| 7D | +2.2% | +0.3% | +2.0% | +2.2% |
| 30D | +15.5% | +11.1% | +4.4% | +13.3% |
| 3M | -2.0% | +14.7% | -16.7% | -4.2% |
| 6M | +12.1% | +18.8% | -6.6% | +7.6% |
| YTD | -16.6% | +5.7% | -22.3% | -18.2% |
| 1Y | -14.6% | -8.1% | -6.5% | -15.2% |
| All | -14.6% | -9.8% | -4.8% | -15.2% |
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