+21.1%
QCOM vs DPZ
-28.2%
+49.3%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | +5.5% | +2.2% | +3.4% | +4.9% |
| 30D | -1.1% | +6.7% | -7.8% | -3.0% |
| 3M | +7.6% | -4.5% | +12.1% | +8.4% |
| 6M | -20.1% | +3.3% | -23.4% | -22.0% |
| YTD | +3.0% | -19.4% | +22.5% | +9.1% |
| 1Y | +3.2% | -17.3% | +20.5% | +8.1% |
| 3Y | +48.9% | -8.4% | +57.3% | +46.1% |
| 5Y | +21.1% | -28.2% | +49.3% | +28.1% |
| All | +21.1% | -28.2% | +49.3% | +28.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling