+230.9%
QCOM vs DPZ
+125.0%
+105.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +5.8% | +3.7% | +2.1% | +4.8% |
| 30D | -2.3% | +8.0% | -10.3% | -4.5% |
| 3M | +2.7% | -4.2% | +6.9% | +3.4% |
| 6M | -21.0% | +4.6% | -25.6% | -23.1% |
| YTD | +1.8% | -18.4% | +20.2% | +6.3% |
| 1Y | +2.4% | -16.8% | +19.2% | +6.2% |
| 3Y | +52.1% | -5.0% | +57.2% | +49.2% |
| 5Y | +14.6% | -27.8% | +42.4% | +19.6% |
| 10Y | +230.9% | +121.1% | +109.8% | +171.5% |
| All | +230.9% | +125.0% | +105.8% | +171.5% |
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