-7.8%
DPZ vs SONY
+60.0%
-67.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | -0.3% |
| 7D | -3.5% | +2.1% | -5.6% | -4.0% |
| 30D | +5.7% | +9.2% | -3.5% | +3.9% |
| 3M | -7.5% | +12.2% | -19.7% | -9.4% |
| 6M | +6.2% | +24.4% | -18.2% | +1.8% |
| YTD | -19.8% | +3.5% | -23.3% | -20.6% |
| 1Y | -18.0% | -9.2% | -8.8% | -16.8% |
| All | -7.8% | +60.0% | -67.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling