+2.3%
QCOM vs DPZ
-14.7%
+17.0%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.4% | -0.1% | +6.0% |
| 7D | -5.3% | +10.1% | -15.4% | -4.1% |
| 30D | -4.2% | +14.6% | -18.8% | -2.4% |
| 3M | +7.0% | -6.8% | +13.8% | +6.1% |
| 6M | +3.8% | +4.4% | -0.6% | +6.5% |
| YTD | +2.8% | -16.8% | +19.7% | +7.4% |
| 1Y | +2.3% | -14.5% | +16.7% | +6.9% |
| All | +2.3% | -14.7% | +17.0% | +6.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling