+680.4%
QCOM vs DPZ
+5,417.8%
-4,737.4%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.7% | +1.8% | +0.6% |
| 7D | +3.3% | -2.5% | +5.9% | +4.0% |
| 30D | +7.7% | -7.0% | +14.7% | +9.6% |
| 3M | -30.1% | +11.6% | -41.7% | -32.8% |
| 6M | +22.8% | -15.2% | +38.0% | +26.9% |
| YTD | +0.2% | -17.2% | +17.4% | +4.1% |
| 1Y | +7.9% | -24.8% | +32.7% | +14.9% |
| 3Y | +55.8% | -8.7% | +64.5% | +55.0% |
| 5Y | +30.1% | -28.9% | +59.0% | +36.8% |
| 10Y | +248.9% | +153.6% | +95.3% | +148.7% |
| All | +680.4% | +5,417.8% | -4,737.4% | +104.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling