+5,622.1%
DPZ vs SONY
+293.1%
+5,329.0%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SONY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.3% |
| 7D | -2.5% | -1.2% | -1.4% | -2.2% |
| 30D | -7.0% | +9.4% | -16.4% | -9.4% |
| 3M | +11.6% | +10.5% | +1.1% | +8.2% |
| 6M | -15.2% | +11.7% | -26.9% | -18.3% |
| YTD | -17.2% | -4.1% | -13.2% | -17.0% |
| 1Y | -24.8% | -11.8% | -13.1% | -23.1% |
| 3Y | -8.7% | +45.9% | -54.6% | -21.0% |
| 5Y | -28.9% | +16.3% | -45.2% | -35.5% |
| 10Y | +153.6% | +297.6% | -144.0% | +49.0% |
| All | +5,622.1% | +293.1% | +5,329.0% | +2,748.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling