+676.4%
EBAY vs DPZ
+5,324.1%
-4,647.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.4% | -3.5% | -2.5% |
| 7D | -2.6% | -2.5% | -0.1% | -1.9% |
| 30D | +3.2% | +12.5% | -9.3% | -0.5% |
| 3M | +17.8% | -5.2% | +23.0% | +19.4% |
| 6M | +9.5% | +8.8% | +0.7% | +5.6% |
| YTD | +39.2% | -18.7% | +57.9% | +46.1% |
| 1Y | +38.6% | -15.7% | +54.3% | +43.7% |
| 3Y | +216.8% | -7.5% | +224.4% | +211.4% |
| 5Y | +77.5% | -30.1% | +107.6% | +87.3% |
| 10Y | +375.7% | +135.3% | +240.4% | +210.8% |
| All | +676.4% | +5,324.1% | -4,647.7% | +45.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling