-30.1%
DPZ vs SONY
+11.5%
-41.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.6% | +0.8% | +1.2% |
| 7D | -2.5% | -3.2% | +0.7% | -1.6% |
| 30D | +12.5% | +9.6% | +3.0% | +9.9% |
| 3M | -5.2% | +13.3% | -18.5% | -8.2% |
| 6M | +8.8% | +20.3% | -11.5% | +3.4% |
| YTD | -18.7% | +4.1% | -22.8% | -19.9% |
| 1Y | -15.7% | -11.9% | -3.8% | -13.2% |
| 3Y | -7.5% | +56.6% | -64.1% | -21.3% |
| 5Y | -30.1% | +10.9% | -41.0% | -39.1% |
| All | -30.1% | +11.5% | -41.6% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling