+242.6%
QCOM vs DPZ
+140.2%
+102.4%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.5% | -5.2% | -3.3% |
| 7D | +4.3% | +2.2% | +2.0% | +3.6% |
| 30D | -0.1% | +15.5% | -15.6% | -4.0% |
| 3M | +5.2% | -2.0% | +7.2% | +5.3% |
| 6M | -18.4% | +12.1% | -30.5% | -22.1% |
| YTD | +2.4% | -16.6% | +19.0% | +6.3% |
| 1Y | +0.9% | -14.6% | +15.5% | +3.8% |
| 3Y | +48.4% | -4.1% | +52.5% | +45.2% |
| 5Y | +16.6% | -28.3% | +44.9% | +21.7% |
| All | +242.6% | +140.2% | +102.4% | +180.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling