+681.5%
EBAY vs DPZ
+5,462.3%
-4,780.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.5% | -1.9% | -0.1% |
| 7D | -0.9% | +2.2% | -3.1% | -1.6% |
| 30D | +3.5% | +15.5% | -12.0% | -1.1% |
| 3M | +16.0% | -2.0% | +18.0% | +16.4% |
| 6M | +7.6% | +12.1% | -4.5% | +2.9% |
| YTD | +40.1% | -16.6% | +56.7% | +45.9% |
| 1Y | +45.0% | -14.6% | +59.6% | +49.8% |
| 3Y | +228.1% | -4.1% | +232.3% | +218.9% |
| 5Y | +78.6% | -28.3% | +106.9% | +87.0% |
| 10Y | +378.8% | +141.3% | +237.5% | +210.4% |
| All | +681.5% | +5,462.3% | -4,780.8% | +44.8% |
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