+216.5%
QCOM vs DPZ
+123.5%
+93.0%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -2.2% | +7.7% | +6.1% |
| 7D | +0.4% | +6.6% | -6.2% | -1.3% |
| 30D | -6.6% | +10.3% | -16.9% | -9.2% |
| 3M | +3.7% | -6.2% | +9.9% | +4.9% |
| 6M | -13.3% | +4.2% | -17.6% | -15.6% |
| YTD | -1.8% | -18.4% | +16.6% | +2.5% |
| 1Y | -2.5% | -14.9% | +12.4% | +0.4% |
| 3Y | +47.0% | -4.6% | +51.6% | +44.0% |
| 5Y | +13.1% | -27.4% | +40.5% | +17.8% |
| All | +216.5% | +123.5% | +93.0% | +158.9% |
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 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