+54.8%
EBAY vs DPZ
-34.0%
+88.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.2% | +3.1% | +0.1% |
| 7D | -3.0% | -7.3% | +4.3% | -1.1% |
| 30D | -3.6% | -7.6% | +4.0% | -1.6% |
| 3M | -4.4% | +1.8% | -6.3% | -5.4% |
| 6M | +12.1% | -21.8% | +33.9% | +19.3% |
| YTD | +19.9% | -22.0% | +41.9% | +27.5% |
| 1Y | +13.4% | -28.6% | +42.0% | +23.6% |
| 3Y | +150.5% | -13.1% | +163.6% | +146.8% |
| 5Y | +54.8% | -33.2% | +88.0% | +77.3% |
| All | +54.8% | -34.0% | +88.8% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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